Note on an intermediate Baum-Katz theorems under sub-linear expectations
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866918130847055872 |
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| author | Mingzhou, Xu Jinjin, Yang |
| author_facet | Mingzhou, Xu Jinjin, Yang |
| contents | We study the Hsu-Robbins-Erdös theorem to the case when all moments under sub-linear expectations exist, but the moment generating function does not, viz, we suppose that $C_{\mathbb{v}}\left\{\exp\left\{\left(\log^{+}|X|\right)^α\right\}\right\}<\infty$ for some $α>1$. We also investigate multi-index version. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_18878 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Note on an intermediate Baum-Katz theorems under sub-linear expectations Mingzhou, Xu Jinjin, Yang Probability We study the Hsu-Robbins-Erdös theorem to the case when all moments under sub-linear expectations exist, but the moment generating function does not, viz, we suppose that $C_{\mathbb{v}}\left\{\exp\left\{\left(\log^{+}|X|\right)^α\right\}\right\}<\infty$ for some $α>1$. We also investigate multi-index version. |
| title | Note on an intermediate Baum-Katz theorems under sub-linear expectations |
| topic | Probability |
| url | https://arxiv.org/abs/2508.18878 |