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

Abstract

<p style='text-indent:20px;'>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 [<xref ref-type="bibr" rid="b15">15</xref>] and Fang et al. [<xref ref-type="bibr" rid="b3">3</xref>]. </p>