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.