Moment bounds for IID sequences under sublinear expectations

摘要

In this paper, with the notion of independent identically distributed (IID)random variables under sublinear expectations introduced by Peng [7-9], weinvestigate moment bounds for IID sequences under sublinear expectations. Wecan obtain a moment inequality for a sequence of IID random variables undersublinear expectations. As an application of this inequality, we get thefollowing result: For any continuous function $\phi$ satisfying the growthcondition $|\phi(x)|\leq C(1+|x|^p)$ for some $C>0$, $p\geq1$ depending on$\phi$, central limit theorem under sublinear expectations obtained by Peng [8]still holds.