A note on the convergence rate of Peng's law of large numbers under sublinear expectations

TL;DR

This paper offers a new, simplified proof of the convergence rate for Peng's law of large numbers under sublinear expectations, enhancing previous results by Song and Fang et al.

Contribution

It introduces a more straightforward proof technique that improves the convergence rate results in Peng's law of large numbers under sublinear expectations.

Findings

Improved convergence rate bounds for Peng's law of large numbers

Simplified proof method for convergence analysis

Enhanced understanding of sublinear expectation frameworks

Abstract

This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].