Moment bounds for IID sequences under sublinear expectations

Details Moment bounds for IID sequences under sublinear expectations Moment bounds for IID sequences under sublinear expectations

2011-04-28

arxiv.org/abs/1104.5295v1

Mathematics

Probability

Scientific paper

In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a moment inequality for a sequence of IID random variables under sublinear expectations. As an application of this inequality, we get the following result: For any continuous function $\phi$ satisfying the growth condition $|\phi(x)|\leq C(1+|x|^p)$ for some $C>0$, $p\geq1$ depending on $\phi$, central limit theorem under sublinear expectations obtained by Peng [8] still holds.

Affiliated with

Also associated with

No associations

Rating

Moment bounds for IID sequences under sublinear expectations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Moment bounds for IID sequences under sublinear expectations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Moment bounds for IID sequences under sublinear expectations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-448916