Convergence rates in the law of large numbers under sublinear expectations

Abstract

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.

12 pages

References in corpus (3)

• A New Central Limit Theorem under Sublinear Expectations
• Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations
• Sublinear Expectations and Martingales in discrete time