Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation

被引:0
作者
Haoyuan Zhong
Qunying Wu
机构
[1] Guilin University of Technology,College of Science
来源
Journal of Inequalities and Applications | / 2017卷
关键词
sub-linear expectation space; END random variables; complete convergence; complete moment convergence; 60F15;
D O I
暂无
中图分类号
学科分类号
摘要
In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of CV[|X|pl(|X|1/α)]<∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$C_{\mathbb{V}}[|X|^{p}l(|X|^{1/\alpha})]<\infty$\end{document}, further Eˆ(|X|pl(|X|1/α))≤CV[|X|pl(|X|1/α)]<∞\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\hat{\mathbb {E}}(|X|^{p}l(|X|^{1/\alpha}))\leq C_{\mathbb{V}}[|X|^{p}l(|X|^{1/\alpha })]<\infty$\end{document}, 1<p<2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$1< p<2$\end{document} (l(x)>0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$l(x)>0$\end{document} is a slow varying and monotone nondecreasing function). As an application, the Baum-Katz type result for weighted sums of extended negatively dependent random variables is established under sub-linear expectations space. The results obtained in the article are the extensions of the complete convergence and complete moment convergence under classical linear expectation space.
引用
收藏
相关论文
共 25 条
[1]  
Peng SG(2007)G-expectation, G-Brownian motion and related stochastic calculus of Ito type Stoch. Anal. Appl. 2 541-567
[2]  
Peng SG(2008)Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation Stoch. Process. Appl. 118 2223-2253
[3]  
Peng SG(2005)Nonlinear expectations and nonlinear Markov chains Chin. Ann. Math., Ser. B 26 159-184
[4]  
Peng SG(2009)Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations Sci. China Ser. A 52 1391-1411
[5]  
Chen ZJ(2016)Strong laws of large numbers for sub-linear expectations Sci. China Math. 59 945-954
[6]  
Zhang LX(2016)Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm Sci. China Math. 59 2503-2526
[7]  
Zhang LX(2016)Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications Sci. China Math. 59 751-768
[8]  
Wu PY(2015)Invariance principles for the law of the iterated logarithm under G-framework Sci. China Math. 58 1251-1264
[9]  
Chen ZJ(2016)A strong law of large numbers for sub-linear expectation under a general moment condition Stat. Probab. Lett. 119 248-258
[10]  
Cheng H(1947)Complete convergence and the law of large numbers Proc. Natl. Acad. Sci. USA 33 25-31