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

被引：7
|
作者：
Yu, Donglin [1 ]
Wu, Qunying [1 ]
机构：
[1] Sci Guilin Univ Technol, Coll Sci, Guilin 541004, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2018年 / 47卷 / 19期
基金：
中国国家自然科学基金;
关键词：
Sub-linear expectation; Weighted sums; Complete convergence; Extended negatively dependent random variables; STOCHASTIC CALCULUS; ITERATED LOGARITHM; BROWNIAN-MOTION; INEQUALITIES; ARRAYS; LAWS;
D O I：
10.1080/03610926.2018.1445860
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Support that p >= 1, {Y-ni, 1 <= i <= n, n >= 1} is an array of upper extended negatively dependent random variables, there exist a random variable Y and a constant c satisfying (E) over cap (h(Y-ni)) <= c (E) over cap (h(Y)), (E) over cap(vertical bar Y vertical bar(2p)) <= C-v(vertical bar Y vertical bar(2p)) < infinity. if {a(ni); 1 <= i <= n, n >= 1} is an array of real positive constants satisfying certain conditions, we can obtain the complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations.
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页码：4741 / 4750
页数：10
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