Exponential inequalities under sub-linear expectations with applications to strong law of large numbers

Xufei Tang, Xuejun Wang, Yi Wu


In this paper, we give some exponential inequalities for extended independent random variables
under sub-linear expectations. As an application, we obtain the strong convergence rate $O(n^{-1/2}\ln^{1/2}n)$ for the strong law of large numbers under sub-linear expectations, which generalizes some corresponding ones under the classical linear expectations.


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