|
Complete and complete integral convergence for
arrays of rowwise extended negatively dependent
random variables under sub-linear expectations
M. M. Xiab, X. Q. Lia, L. Chena, X. J. Wanga a School of Big Data and Statistics, Anhui University, Hefei, P. R. China
b School of Management, University of Science and Technology of China, Hefei, P. R. China
Abstract:
We study complete and complete integration convergence
for arrays of rowwise extended negatively dependent
random variables under sublinear expectations.
Our results generalize complete moment convergence results
of [T.-C. Hu, K.-L. Wang, and A. Rosalsky, Sankhya A, 77 (2015), pp. 1–29] and [Y. Wu, M. Ordóñez Cabrera, and A. Volodin, Glas. Mat. Ser. III, 49(69) (2014), pp. 447–466]
from classical probability spaces to spaces with sublinear expectation.
Keywords:
random environment, small deviation probability, partial sums of independent random variables.
Received: 10.05.2021 Revised: 27.10.2022
Citation:
M. M. Xi, X. Q. Li, L. Chen, X. J. Wang, “Complete and complete integral convergence for
arrays of rowwise extended negatively dependent
random variables under sub-linear expectations”, Teor. Veroyatnost. i Primenen., 68:2 (2023), 344–367; Theory Probab. Appl., 68:2 (2023), 285–304
Linking options:
https://www.mathnet.ru/eng/tvp5497https://doi.org/10.4213/tvp5497 https://www.mathnet.ru/eng/tvp/v68/i2/p344
|
Statistics & downloads: |
Abstract page: | 125 | Full-text PDF : | 6 | References: | 34 | First page: | 7 |
|