The Marcinkiewicz–Zygmund-Type Strong Law of Large Numbers with General Normalizing Sequences under Sublinear Expectation

Shuxia Guo and Zhe Meng ()
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Shuxia Guo: School of Mathematics, Shandong University, Jinan 250100, China
Zhe Meng: Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, China

Mathematics, 2023, vol. 11, issue 23, 1-21

Abstract: In this paper we study the Marcinkiewicz–Zygmund-type strong law of large numbers with general normalizing sequences under sublinear expectation. Specifically, we establish complete convergence in the Marcinkiewicz–Zygmund-type strong law of large numbers for sequences of negatively dependent and identically distributed random variables under certain moment conditions. We also give results for sequences of independent and identically distributed random variables. The moment conditions in this paper are based on a class of slowly varying functions that satisfy some convergence properties. Moreover, some special examples and comparisons to existing results are also given.

Keywords: sublinear expectation; Marcinkiewicz–Zygmund-type strong law of large numbers; choquet expectation; complete convergence; slowly varying function (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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