次线性期望下彭大数定律的收敛速度

IF 1 2区数学 Q3 STATISTICS & PROBABILITY

Probability Uncertainty and Quantitative Risk Pub Date : 2021-07-06 DOI:10.3934/puqr.2021013

Mingshang Hu, Xiaojuan Li, Xinpeng Li

引用次数: 7

摘要

这篇短文为次线性期望下Peng大数定律的收敛速率提供了一种新的简单证明，改进了Song[15]和Fang等人[3]的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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].

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来源期刊

Probability Uncertainty and Quantitative Risk STATISTICS & PROBABILITY-

CiteScore

1.60

自引率

13.30%

发文量

审稿时长

12 weeks

期刊介绍： Probability, Uncertainty and Quantitative Risk (PUQR) is a quarterly academic journal under the supervision of the Ministry of Education of the People's Republic of China and hosted by Shandong University, which is open to the public at home and abroad (ISSN 2095-9672; CN 37-1505/O1). Probability, Uncertainty and Quantitative Risk (PUQR) mainly reports on the major developments in modern probability theory, covering stochastic analysis and statistics, stochastic processes, dynamical analysis and control theory, and their applications in the fields of finance, economics, biology, and computer science. The journal is currently indexed in ESCI, Scopus, Mathematical Reviews, zbMATH Open and other databases.