On the Strong Law of Large Numbers under Sublinear Expectations
arXiv:2607.17662
Abstract
A strong law of large numbers (SLLN) for sublinear expectation under a certain integrability condition is proved. It is shown that the proposed integrability condition is weaker than the majorant condition introduced by Cheng Hu (2018). The proof is based on the truncation method of N. Etemadi (1981).
9 pages, 8 references