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A strong law of large numbers (SLLN) for sublinear expectation under a certain integrability condition is proved. It is shown that the proposed integrability condition is weaker than the majorant condition introduced by Cheng Hu (2018). The proof is based on the truncation method of N. Etemadi (1981).

生成讲解博客的中文版本

生成AI智能校验的中文版本