Convergence rate of Peng’s law of large numbers under sublinear expectations  

作　　者：Mingshang Hu Xiaojuan Li Xinpeng Li 

机构地区：[1]Zhongtai Securities Institute for Financial Studies,Shandong University,Jinan 250100,China [2]Research Center for Mathematics and Interdisciplinary Sciences,Shandong University,Qingdao 266237,China

出　　处：《Probability, Uncertainty and Quantitative Risk》2021年第3期261-266,共6页概率、不确定性与定量风险（英文）

基　　金：This project is supported by National Key R&D Program of China(Grant No.2018YFA0703900);National Natural Science Foundation of China(Grant Nos.11601281,11671231).

摘　　要：This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations,which improves the results presented by Song[15]and Fang et al.[3].

关 键 词：Law of large numbers Rate of convergence Sublinear expectation 

分 类 号：O17[理学—数学]