Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations

Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations

The focus of our work is to investigate exponential inequalities for extended negatively dependent (END) random variables in sub-linear expectations. Through these exponential inequalities, we were able to establish the strong law of large numbers with convergence rate $ O\left(n^{-1/2}\ln^{1/2}n\ri...

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Bibliographic Details
Main Authors: Haiye Liang, Feng Sun
Format: Article
Language:English
Published: AIMS Press 2023-04-01
Series:AIMS Mathematics
Subjects:
sub-linear expectation
exponential inequality
strong law of large numbers
convergence rate
end random variables
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023795?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2023795?viewType=HTML

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