%0 Journal Article
%T Moment bounds for IID sequences under sublinear expectations
%A Feng Hu
%J Mathematics
%D 2011
%I arXiv
%R 10.1007/s11425-011-4272-z
%X In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for IID sequences under sublinear expectations. We can obtain a moment inequality for a sequence of IID random variables under sublinear expectations. As an application of this inequality, we get the following result: For any continuous function $\phi$ satisfying the growth condition $|\phi(x)|\leq C(1+|x|^p)$ for some $C>0$, $p\geq1$ depending on $\phi$, central limit theorem under sublinear expectations obtained by Peng [8] still holds.
%U http://arxiv.org/abs/1104.5295v1