Inequalities for independent random vectors under sublinear expectations
Abstract
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vectors under sublinear expectations. Finally, we use the main results to study the convergence rate of the multi-dimensional law of large numbers under sublinear expectations and the convergence in capacity.
Fields of Study & Subjects
Stochastic processes and financial applications
Fuzzy Systems and Optimization
Risk and Portfolio Optimization
Publication details
- Journal / source
- Electronic Communications in Probability
- Volume
- 31
- Issue
- none
- Pages
- 1–8
- Publication date
- 1 January 2026
- Language
- EN