华东师范大学学报(自然科学版) ›› 2023, Vol. 2023 ›› Issue (2): 17-25.doi: 10.3969/j.issn.1000-5641.2023.02.004

• 数学 • 上一篇    下一篇

次线性期望空间下广义负相依序列加权和的完全收敛性

费丹丹(), 付宗魁   

  1. 信阳学院 数学与统计学院, 河南 信阳 464000
  • 收稿日期:2021-04-19 出版日期:2023-03-25 发布日期:2023-03-23
  • 作者简介:费丹丹, 女, 讲师, 研究方向为概率极限理论. E-mail: fdd_together@163.com
  • 基金资助:
    河南省高等学校重点科研项目 (21B110006); 河南省高等学校青年骨干教师培养计划 (2018GGJS198); 信阳学院校级一般项目 (2019-XJLYB-003, 2020-XJLYB-003)

Complete convergence of weighted sums for extended negatively dependent sequences under sublinear expectation

Dandan FEI(), Zongkui FU   

  1. School of Mathematics and Statistics, Xinyang College, Xinyang, Henan 464000, China
  • Received:2021-04-19 Online:2023-03-25 Published:2023-03-23

摘要:

研究了次线性期望空间下随机变量序列的完全收敛性, 利用广义负相依序列的性质, 在随机变量的 $ \lambda $ 阶上积分存在的条件下, 得到了次线性期望空间下广义负相依序列加权和的完全收敛性, 推广和改进了经典概率空间中独立序列的结果.

关键词: 次线性期望空间, 广义负相依序列, 完全收敛性

Abstract:

The complete convergence of sequences of random variables under sublinear expectation was studied. Using the properties of extended negatively dependent (ND) sequences, under the condition that the $ \lambda $ -order Choquet integrals of the random variable are finite, the complete convergence of the weighted sums for extended ND sequences under a sublinear expectation was proved. The results generalize and improve the results of independent sequences in the classical probability space.

Key words: sublinear expectation, extended negatively dependent sequence, complete convergence

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