COMPLETE AND COMPLETE INTEGRAL CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUBLINEAR EXPECTATIONS

被引：0
作者：
Xi, M. M. [1 ]
LI, X. Q. [1 ]
Chen, L. [1 ,2 ]
Wang, X. J. [1 ]
机构：
[1] Anhui Univ, Sch Big Data & Stat, Hefei, Peoples R China
[2] Univ Sci & Technol China, Sch Management, Hefei, Peoples R China
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2023年 / 68卷 / 02期
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
random environment; small deviation probability; partial sums of independent random variables; COMPLETE MOMENT CONVERGENCE; SUB-LINEAR EXPECTATIONS; G-BROWNIAN MOTION; WEIGHTED SUMS; STOCHASTIC CALCULUS; LARGE NUMBERS; STRONG LAW; INEQUALITIES; THEOREM;
D O I：
10.1137/S0040585X97T991416
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：
We study complete and complete integration convergence for arrays of rowwise extended negatively dependent random variables under sublinear expectations. Our results generalize complete moment convergence results of [T.-C. Hu, K.-L. Wang, and A. Rosalsky, Sankhya A, 77 (2015), pp. 1-29] and [Y. Wu, M. Ord & PRIME;onez Cabrera, and A. Volodin, Glas. Mat. Ser. III, 49(69) (2014), pp. 447-466] from classical probability spaces to spaces with sublinear expectation.
引用
收藏
页码：285 / 304
页数：20
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