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Stein's Method for Law of Large Numbers under Sublinear Expectations
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math.PR
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largemethodnumberssteinsublinearunderciteerror
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Peng, S. (\cite{P08b}) proved the law of large numbers under a sublinear expectation. In this paper, we give its error estimates by Stein's method.
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Cited by 1 Pith paper
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On nonlinear weak law of large numbers
The paper proves a nonlinear Kolmogorov weak law of large numbers under a tail condition and nonlinear independence, with no first moment required.
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