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On the necessary and sufficient conditions for Peng's law of large numbers under sublinear expectations

In this paper, we firstly establish the weak laws of large numbers on the canonical space $(\br^\bn,\cb(\br^\bn))$ by traditional truncation method and Chebyshev's inequality as in the classical probability theory. Then we extend them from the canonical space to the general sublinear expectation space. The necessary and sufficient conditions for Peng's law of large numbers are obtained.

preprint2022arXivOpen access
Xinpeng LiGaofeng Zong
math.PR
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Xinpeng LiGaofeng Zong

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