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 50 条
[31]   ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES [J].
Wu, Yongfeng ;
Zhai, Mingqing ;
Peng, JiangYan .
JOURNAL OF MATHEMATICAL INEQUALITIES, 2019, 13 (01) :251-260
[32]   Complete moment convergence of extended negatively dependent random variables [J].
Song, Mingzhu ;
Zhu, Quanxin .
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2020, 2020 (01)
[34]   Complete moment convergence of extended negatively dependent random variables [J].
Mingzhu Song ;
Quanxin Zhu .
Journal of Inequalities and Applications, 2020
[35]   Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations [J].
Huang, Lizhen ;
Wu, Qunying .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025, 54 (01) :230-241
[36]   Complete convergence and complete moment convergence for maximal weighted sums of arrays of rowwise extended negatively dependent random variables with statistical applications [J].
Zhou, Jinyu ;
Tang, Yu ;
Yan, Jigao ;
Yan, Tianjiao ;
Gu, Jun .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2024, 437
[37]   Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations [J].
Li, Shuyan ;
Wu, Qunying .
AIMS MATHEMATICS, 2021, 6 (11) :12166-12181
[38]   Complete Convergence and Complete Moment Convergence for Arrays of Rowwise Asymptotically Almost Negatively Associated Random Variables Under the Sub-Linear Expectations [J].
Lu, Dawei ;
Cong, Jingyao ;
Yang, Yanchun .
FILOMAT, 2021, 35 (02) :633-644
[39]   Complete convergence theorem for negatively dependent random variables under sub-linear expectations [J].
Chen, Binxia ;
Wu, Qunying .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (10) :3202-3215
[40]   Complete moment convergence for weighted sums of negatively superadditive dependent random variables [J].
Zhen Xue ;
Liangliang Zhang ;
Yingjie Lei ;
Zhigang Chen .
Journal of Inequalities and Applications, 2015