Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations

被引:0
|
作者
Liu, Lunyi [1 ]
Wu, Qunying [1 ]
机构
[1] Guilin Univ Technol, Coll Sci, Guilin 541006, Peoples R China
来源
AIMS MATHEMATICS | 2023年 / 8卷 / 09期
基金
中国国家自然科学基金;
关键词
negatively dependent; complete convergence; complete integral convergence; weighted sums; sub-linear expectation; COMPLETE MOMENT CONVERGENCE; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; INEQUALITIES; THEOREM;
D O I
10.3934/math.20231138
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In the paper, the complete convergence and complete integral convergence for weighted sums of negatively dependent random variables under the sub-linear expectations are established. The results in the paper extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.
引用
收藏
页码:22319 / 22337
页数:19
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