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

doi:10.3969/j.issn.1000-5641.2023.02.004

Journal of East China Normal University(Natural Science) ›› 2023, Vol. 2023 ›› Issue (2): 17-25.doi: 10.3969/j.issn.1000-5641.2023.02.004

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

Dandan FEI(), Zongkui FU

School of Mathematics and Statistics, Xinyang College, Xinyang, Henan　464000, China

Received:2021-04-19 Online:2023-03-25 Published:2023-03-23

Abstract

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

CLC Number:

O211.4

Dandan FEI, Zongkui FU. Complete convergence of weighted sums for extended negatively dependent sequences under sublinear expectation[J]. Journal of East China Normal University(Natural Science), 2023, 2023(2): 17-25.

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

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