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

Abstract

Peng, S. (\cite{P08b}) proved the law of large numbers under a sublinear expectation. In this paper, we give its error estimates by Stein's method.

References in corpus (2)

• A New Central Limit Theorem under Sublinear Expectations
• Normal Approximation by Stein's Method under Sublinear Expectations

Cited by in corpus (1)

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