A strong law of large numbers under sublinear expectations
Yongsheng Song
Abstract:We consider a sequence of independent and identically distributed (i.i.d.) random variables under a sublinear expectation . We first give a new proof to the fact that, under each , any cluster point of the empirical averages lies in with . Next, we consider sublinear expectations on a Polish space , and show that for each constant , there exists a probability such that lim n→∞ ξn = µ, P
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