Convergence for sums of i.i.d. random variables under sublinear expectations

被引：14

作者：

Xu, Mingzhou ^{[1
]}

Cheng, Kun ^{[1
]}

机构：

[1] Jingdezhen Ceram Univ, Sch Informat Engn, Jingdezhen 333403, Peoples R China

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2021年 / 2021卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Complete moment convergence; Capacity; I; i; d; random variables; Weighted sums; Sublinear expectation; INEQUALITIES; LAWS;

D O I：

10.1186/s13660-021-02692-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we obtain equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent identically distributed random variables under sublinear expectations space. The results obtained in the paper are extensions of the equivalent conditions of complete moment convergence of the maximum under classical linear expectation space.

引用

页数：14

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