Strong Law Of Large Numbers For Arrays Of Random Variables Under Sublinear Expectation

Motivated by the work of Feng and Lan[8],Chen,Huang and Wu[3],this paper studies the Marcinkiewicz-Zygmund strong law of large numbers for arrays of random variables in the framework of Peng's sublinear expectation.Zhang[23]introduced the capacity induced by the sublinear expectation,which may not be lower continuous or countably sub-addictive.Chen,Huang and Wu[3]introduced the concept of exponential independence and negatively exponential independence.In this paper,the above definitions are adopted.For the array of rowwise negatively exponential independent random variables{Xnk;1?k?n,n?1},if(?)E[|Xnk|2Po]<?,1?p<p0<2,assuming that the capacity is continuous from below,the Marcinkiewicz-Zygmund strong law of number of the array is established,namely,Further,when the array of random variables is rowwise exponentially independent and the capacity is continuous,we haveand...