Complete convergence and complete integral convergence for weighted sums of widely acceptable random variables under the sub-linear expectations

被引：2

作者：

Jia, Chengcheng ^{[1
]}

Wu, Qunying ^{[1
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin 541006, Peoples R China

来源：

AIMS MATHEMATICS | 2022年 / 7卷 / 05期

基金：

中国国家自然科学基金;

关键词：

sub-linear expectation; complete convergence; complete integral convergence; WA random variables; COMPLETE MOMENT CONVERGENCE; DEPENDENT RANDOM-VARIABLES; G-BROWNIAN MOTION; STOCHASTIC CALCULUS; INEQUALITIES; LAWS;

D O I：

10.3934/math.2022470

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Since the concept of sub-linear expectation space was put forward, it has well supplemented the deficiency of the theoretical part of probability space. In this paper, we establish the complete convergence and complete integration convergence for weighted sums of widely acceptable (abbreviated as WA) random variables under the sub-linear expectations with the different conditions. We extend the complete moment convergence in probability space to sublinear expectation space.

引用

页码：8430 / 8448

页数：19

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