{
  "id": "1207.0489",
  "version": "v3",
  "published": "2012-07-02T04:00:12.000Z",
  "updated": "2014-08-28T05:15:17.000Z",
  "title": "Some inequalities and limit theorems under sublinear expectations",
  "authors": [
    "Ze-Chun Hu",
    "Yan-Zhi Yang"
  ],
  "comment": "15 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of large numbers. Finally, we present a strong law of large numbers for independent and identically distributed random variables under one-order type moment condition.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2012-07-30T14:11:54.000Z",
      "comment": "14 pages",
      "journal": null,
      "doi": null
    },
    {
      "version": "v3",
      "updated": "2014-08-28T05:15:17.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "sublinear expectations",
      "limit theorems",
      "one-order type moment condition",
      "kolmogrovs inequality",
      "large numbers"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1207.0489H"
    }
  }
}