2 papers
math.PR2025
Limit theorems under nonlinear expectations dominated by sublinear expectations
Xiaojuan Li, Mingshang Hu
In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominate…
math.PR2024
Inequalities for independent random vectors under sublinear expectations
Xiaojuan Li, Mingshang Hu
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vector…