COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

被引:1
作者
Wang, Miaomiao [1 ]
Wang, Min [2 ]
Wang, Rui [2 ]
Wang, Xuejun [1 ]
机构
[1] Anhui Univ, Sch Big Data & Stat, Hefei 230601, Peoples R China
[2] Anhui Univ, Sch Math Sci, Hefei 230601, Peoples R China
来源
JOURNAL OF MATHEMATICAL INEQUALITIES | 2022年 / 16卷 / 04期
基金
中国国家自然科学基金;
关键词
Negatively dependent random variables; complete convergence; complete mo-ment convergence; sub-linear expectation space; capacity; STRONG LIMIT-THEOREMS; G-BROWNIAN MOTION; LARGE NUMBERS; WEIGHTED SUMS; STRONG LAW; STOCHASTIC CALCULUS; INEQUALITIES;
D O I
10.7153/jmi-2022-16-89
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, under some suitable conditions, we study the complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables in sub-linear expectation space (Omega,H, (E) over cap). Some general results on complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations are established, which extend the corresponding ones in classical probability space to the case of sub-linear expectation space.
引用
收藏
页码:1347 / 1370
页数:24
相关论文
共 39 条
[1]   Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables [J].
Amini, M. ;
Zarei, H. ;
Bozorgnia, A. .
STATISTICS & PROBABILITY LETTERS, 2007, 77 (11) :1106-1110
[2]   The strong law of large numbers for negatively dependent generalized Gaussian random variables [J].
Amini, M ;
Azarnoosh, HA ;
Bozorgnia, A .
STOCHASTIC ANALYSIS AND APPLICATIONS, 2004, 22 (04) :893-901
[3]  
AMINI M., 2003, INT J STOCHASTIC ANA, V16, P121
[4]  
AMINI M., 2000, J APPL MATH STOCHAST, V13, P261
[5]  
Asadian N, 2006, JIRSS-J IRAN STAT SO, V5, P69
[6]   Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables [J].
Chen, P. ;
Sung, S. H. .
ACTA MATHEMATICA HUNGARICA, 2016, 148 (01) :83-95
[7]   Strong laws of large numbers for negatively dependent random variables under sublinear expectations [J].
Chen, Xiaoyan ;
Liu, Fang .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (24) :12387-12400
[8]  
Chow YS., 1988, B I MATH ACAD SINICA, V16, P177
[9]  
Gao FQ, 2012, ACTA MATH SCI, V32, P1826
[10]  
[高付清 GAO FuQing], 2011, [中国科学. 数学, Scientia Sinica Mathematica], V41, P337