# American Institute of Mathematical Sciences

September  2021, 6(3): 261-266. doi: 10.3934/puqr.2021013

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

 1 Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, China 2 Research Center for Mathematics and Interdisciplinary Sciences, Shandong University, Qingdao 266237, China

Xinpeng Li E-mail: lixinpeng@sdu.edu.cn

Received  July 06, 2021 Accepted  August 26, 2021 Published  September 2021

Fund Project: This project is supported by National Key R&D Program of China (Grant No. 2018YFA0703900) and National Natural Science Foundation of China (Grant Nos. 11601281, 11671231).

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].

Citation: Mingshang Hu, Xiaojuan Li, Xinpeng Li. Convergence rate of Peng’s law of large numbers under sublinear expectations. Probability, Uncertainty and Quantitative Risk, 2021, 6 (3) : 261-266. doi: 10.3934/puqr.2021013
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