Mathematics

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

  • Dandan FEI ,
  • Zongkui FU
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  • School of Mathematics and Statistics, Xinyang College, Xinyang, Henan 464000, China

Received date: 2021-04-19

  Online published: 2023-03-23

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.

Cite this article

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 . DOI: 10.3969/j.issn.1000-5641.2023.02.004

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