The Marcinkiewicz–Zygmund-Type Strong Law of Large Numbers with General Normalizing Sequences under Sublinear Expectation

Abstract

In this paper we study the Marcinkiewicz–Zygmund-type strong law of large numbers with general normalizing sequences under sublinear expectation. Specifically, we establish complete convergence in the Marcinkiewicz–Zygmund-type strong law of large numbers for sequences of negatively dependent and identically distributed random variables under certain moment conditions. We also give results for sequences of independent and identically distributed random variables. The moment conditions in this paper are based on a class of slowly varying functions that satisfy some convergence properties. Moreover, some special examples and comparisons to existing results are also given.