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Stein's Method for Law of Large Numbers under Sublinear Expectations

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arxiv 1904.04674 v1 pith:GMMK2OCH submitted 2019-04-09 math.PR

classification math.PR
keywords 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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  1. On nonlinear weak law of large numbers

    math.PR 2025-06 conditional novelty 6.0 of 10

    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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