{
  "id": "1104.5295",
  "version": "v1",
  "published": "2011-04-28T05:00:07.000Z",
  "updated": "2011-04-28T05:00:07.000Z",
  "title": "Moment bounds for IID sequences under sublinear expectations",
  "authors": [
    "Feng Hu"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-04-28T05:00:07.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "sublinear expectations",
      "moment bounds",
      "iid sequences",
      "iid random variables",
      "central limit theorem"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "doi": "10.1007/s11425-011-4272-z",
      "journal": "Science in China A: Mathematics",
      "year": 2011,
      "month": "Oct",
      "volume": 54,
      "number": 10,
      "pages": 2155
    },
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011ScChA..54.2155H"
    }
  }
}