Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations

Lunyi Liu; Qunying Wu; Lunyi Liu; Qunying Wu

doi:10.3934/math.20231138

AIMS Mathematics

2023, Volume 8, Issue 9: 22319-22337. doi: 10.3934/math.20231138

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Research article

Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations

Lunyi Liu ,
Qunying Wu ^,

College of Science, Guilin University of Technology, Guilin 541006, China

Received: 07 May 2023 Revised: 02 July 2023 Accepted: 10 July 2023 Published: 13 July 2023
MSC : 60F15

In the paper, the complete convergence and complete integral convergence for weighted sums of negatively dependent random variables under the sub-linear expectations are established. The results in the paper extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.
- negatively dependent,
- complete convergence,
- complete integral convergence,
- weighted sums,
- sub-linear expectation
Citation: Lunyi Liu, Qunying Wu. Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations[J]. AIMS Mathematics, 2023, 8(9): 22319-22337. doi: 10.3934/math.20231138

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Abstract

In the paper, the complete convergence and complete integral convergence for weighted sums of negatively dependent random variables under the sub-linear expectations are established. The results in the paper extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.

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