Journal of Mathematical Analysis and Applications, 2018, 468(1): 182-196.

Wu Y, Wang X, Zhang L. 

Abstract 

In this paper, we will investigate the approximations of inverse moments for double-indexed weighted sums of random variables under sub-linear expectations. The asymptotic approximations of inverse moments and the convergence rate of approximations are established under the meaning of upper expectation  and the lower expectation , respectively. Moreover, we carry out some simulations to verify the validity of our theoretical results. The results obtained in the paper improve and extend the corresponding ones of Yang et al. [24] from independent random variables in the classical probability space to END random variables in sub-linear expectation space.