HU Zechun, LIU Ninghua, MA Ting, . Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248.
Citation:
HU Zechun, LIU Ninghua, MA Ting, . Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248.
HU Zechun, LIU Ninghua, MA Ting, . Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248.
Citation:
HU Zechun, LIU Ninghua, MA Ting, . Convergence Rates in the Law of Large Numbers under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(3): 238-248.
Convergence Rates in the Law of Large Numbers under Sublinear Expectations
In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers.