Convergence of series and almost sure convergence for weighted random variables under sub-linear expectations

被引：0

作者：

Wu, Qunying ^{[1
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin 541004, Peoples R China

来源：

FILOMAT | 2023年 / 37卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Sub-linear expectation; Sequence of weighted random variables; Convergence of series; Almost sure convergence; INDEPENDENT RANDOM-VARIABLES; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; STRONG LAW; EXPONENTIAL INEQUALITIES; LARGE NUMBERS; THEOREM; MOMENT;

D O I：

10.2298/FIL2302615W

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, convergence of series and almost sure convergence are established for weighted random variables under a sub-linear expectation space. Our results are very extensive versions which contain the related convergence of series and almost sure convergence for sequences of random variables and so on, and are extensions and improvements of classical convergence of series and almost sure convergence from the traditional probability space to the sub-linear expectation space.

引用

页码：615 / 626

页数：12

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