Convergence rate of Peng’s law of large numbers under sublinear expectations,Probability, Uncertainty and Quantitative Risk

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Convergence rate of Peng’s law of large numbers under sublinear expectations
Probability, Uncertainty and Quantitative Risk Pub Date : 2021-01-01 , DOI: 10.3934/puqr.2021013
Mingshang Hu , Xiaojuan Li , Xinpeng Li

<p style='text-indent:20px;'>This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations, which improves the results presented by Song [<xref ref-type="bibr" rid="b15">15</xref>] and Fang et al. [<xref ref-type="bibr" rid="b3">3</xref>].</p>

中文翻译：

次线性期望下彭大数定律的收敛率

<p style='text-indent:20px;'>这篇简短的笔记为彭大数定律在亚线性期望下的收敛速度提供了一个新的简单证明，它改进了宋[<xref ref-type ="bibr" rid="b15">15</xref>] 和方等人。[<xref ref-type="bibr" rid="b3">3</xref>].</p>

更新日期：2021-01-01

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