Moment bounds for IID sequences under sublinear expectations

Abstract

In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a moment inequality for a sequence of IID random variables under sublinear expectations. As an application of this inequality, we get the following result: For any continuous function $\varphi$ satisfying the growth condition $|\varphi (x)|\le C(1+|x{|}^p)$ for some $C>0$, $p\ge 1$ depending on $\varphi$, central limit theorem under sublinear expectations obtained by Peng [8] still holds.

References in corpus (2)

• A New Central Limit Theorem under Sublinear Expectations
• Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations

Cited by in corpus (4)

• A law of the iterated logarithm sublinear expectations
• A comparison theorem under sublinear expectations and related limit theorems
• Convergence rates in the law of large numbers under sublinear expectations
• Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations