A note on the convergence rate of Peng's law of large numbers under sublinear expectations

2021/07/06 by Mingshang Hu, Xiaojuan Li, Hu, Mingshang +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2107.02465

openalex publication_date 2021/07/06 · openalex created_date 2021/07/19 · openalex updated_date 2026/07/28

Abstract

This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].

Citations

• Stein's Method for Law of Large Numbers under Sublinear Expectations

Cited by

• On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations

Related

• Convergence rates in the law of large numbers under sublinear expectations
• On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations
• General laws of large numbers under sublinear expectations
• Stein's Method for Law of Large Numbers under Sublinear Expectations
• Limit theorems with rate of convergence under sublinear expectations