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Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations
oleh: Haiye Liang, Feng Sun
| Format: | Article |
|---|---|
| Diterbitkan: | AIMS Press 2023-04-01 |
Deskripsi
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\right) $. Our findings in sub-linear expectation spaces have extended the corresponding results previously established in probability space.