Precise asymptotics of complete moment convergence on moving average

2012 ◽  
Vol 28 (12) ◽  
pp. 2507-2526 ◽  
Author(s):  
Zheng Yan Lin ◽  
Hui Zhou
Keyword(s):  
Moving Average ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Moment Convergence

scholarly journals Precise Asymptotics for Complete Integral Convergence under Sublinear Expectations

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Convergence Theorems ◽  
Sublinear Expectation ◽  
Moment Convergence

The aim of this paper is to study and establish the precise asymptotics for complete integral convergence theorems under a sublinear expectation space. As applications, the precise asymptotics for p0≤p≤2 order complete integral convergence theorems have been generalized to the sublinear expectation space context. We extend some precise asymptotics for complete moment convergence theorems from the traditional probability space to the sublinear expectation space. Our results generalize corresponding results obtained by Liu and Lin (2006). There is no report on the precise asymptotics under sublinear expectation, and we provide the method to study this subject.

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