Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations

被引：4

作者：

Xu, Mingzhou ^{[1
]}

机构：

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

来源：

AIMS MATHEMATICS | 2023年 / 8卷 / 07期

关键词：

complete moment convergence; complete convergence; negatively dependent random variables; sub-linear expectations; INDEPENDENT RANDOM-VARIABLES; LARGE NUMBERS; LAW; INEQUALITIES;

D O I：

10.3934/math.2023871

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Suppose that {ai, -oo < i < oo} is an absolutely summable set of real numbers, {Yi, -oo < i < oo} is a subset of identically distributed, negatively dependent random variables under sub-linear expectations. Here, we get complete convergence and Marcinkiewicz-Zygmund strong law of large numbers for the partial sums of moving average processes {Xn = sigma oo i=-oo aiYi+n,n >= 1} produced by {Yi, -oo < i < oo} of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the relevant results in probability space.

引用

页码：17067 / 17080

页数：14

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