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Exponential inequalities and a strong law of large numbers for END random variables under sub-linear expectations
AIMS Mathematics 2023, 8(7): 15585-15599
Published: 15 July 2023
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The focus of our work is to investigate exponential inequalities for extended negatively dependent (END) random variables in sub-linear expectations. Through these exponential inequalities, we were able to establish the strong law of large numbers with convergence rate O ( n 1 / 2 ln 1 / 2 n ) . Our findings in sub-linear expectation spaces have extended the corresponding results previously established in probability space.

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