Complete Convergence and Complete Moment Convergence for Negatively Dependent Random Variables Under Sub-Linear Expectations

被引:16
作者
Wu, Qunying [1 ]
Jiang, Yuanying [1 ]
机构
[1] Guilin Univ Technol, Coll Sci, Guilin, Peoples R China
基金
中国国家自然科学基金;
关键词
sub-linear expectation; complete convergence; complete moment convergence; negatively dependent random variables; STOCHASTIC CALCULUS; BROWNIAN-MOTION; LIMIT-THEOREM; LARGE NUMBERS; LAWS; INEQUALITIES;
D O I
10.2298/FIL2004093W
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper we study and establish the complete convergence and complete moment convergence theorems under a sub-linear expectation space. As applications, the complete convergence and complete moment convergence for negatively dependent random variables with C-V (exp (ln(alpha) vertical bar X vertical bar)) < infinity, alpha > 1 have been generalized to the sub-linear expectation space context. We extend some complete convergence and complete moment convergence theorems for the traditional probability space to the sub-linear expectation space. Our results generalize corresponding results obtained by Gut and Stadtmuller (2011), Qiu and Chen (2014) and Wu and Jiang (2016). There is no report on the complete moment convergence under sub-linear expectation, and we provide the method to study this subject.
引用
收藏
页码:1093 / 1104
页数:12
相关论文
共 28 条
[1]   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
[2]   Strong laws of large numbers for sub-linear expectations [J].
Chen ZengJing .
SCIENCE CHINA-MATHEMATICS, 2016, 59 (05) :945-954
[3]  
Chow YS., 1988, Bull. Inst. Math. Acad. Sin, V16, P177
[4]   Theoretical framework for the pricing of contingent claims in the presence of model uncertainty [J].
Denis, Laurent ;
Martini, Claude .
ANNALS OF APPLIED PROBABILITY, 2006, 16 (02) :827-852
[5]  
GILBOA I, 1987, J MATH ECON, V16, P65, DOI 10.1016/0304-4068(87)90022-X
[6]  
Guo Mingle, 2014, [Communications in Mathematical Research, 数学研究通讯], V30, P41
[7]   An intermediate Baum-Katz theorem [J].
Gut, Allan ;
Stadtmueller, Ulrich .
STATISTICS & PROBABILITY LETTERS, 2011, 81 (10) :1486-1492
[8]   COMPLETE CONVERGENCE AND THE LAW OF LARGE NUMBERS [J].
HSU, PL ;
ROBBINS, H .
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1947, 33 (02) :25-31
[9]   A strong law of large numbers for sub-linear expectation under a general moment condition [J].
Hu, Cheng .
STATISTICS & PROBABILITY LETTERS, 2016, 119 :248-258
[10]  
Liu Cunchao, 2015, [Communications in Mathematical Research, 数学研究通讯], V31, P40