The von Bahr--Esseen Type Inequality under Sublinear Expectations and Applications

Theory of Probability and Its Applications 2026 Open access

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Authors: Yi Wu, Xuejun Wang
DOI: 10.1137/s0040585x97t992793
Cited by: 1
References: 36

Abstract

Moment inequalities play important roles in probability limit theory and mathematical statistics. In this work, the von Bahr--Esseen type inequality for extended negatively dependent random variables under sublinear expectations is established. By virtue of the inequality, we further obtain the Kolmogorov type weak law of large numbers for partial sums and the complete convergence for weighted sums, which extend and improve corresponding results in sublinear expectation space.

Fields of Study & Subjects

Probability and Risk Models Statistical Distribution Estimation and Applications Random Matrices and Applications

Publication details

Journal / source
Theory of Probability and Its Applications
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Volume
71
Issue
1
Pages
105–119
Publication date
1 May 2026
Language
EN