scholarly journals Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations

Filomat ◽  
2020 ◽  
Vol 34 (4) ◽  
pp. 1093-1104
Author(s):  
Qunying Wu ◽  
Yuanying Jiang

This paper we study and establish the complete convergence and complete moment convergence theorems under a sub-linear expectation space. As applications, the complete convergence and complete moment convergence for negatively dependent random variables with CV (exp (ln? |X|)) < ?, ? > 1 have been generalized to the sub-linear expectation space context. We extend some complete convergence and complete moment convergence theorems for the traditional probability space to the sub-linear expectation space. Our results generalize corresponding results obtained by Gut and Stadtm?ller (2011), Qiu and Chen (2014) and Wu and Jiang (2016). There is no report on the complete moment convergence under sub-linear expectation, and we provide the method to study this subject.

2019 ◽  
Vol 2019 ◽  
pp. 1-7
Author(s):  
Ruixue Wang ◽  
Qunying Wu

In this paper, we research complete convergence and almost sure convergence under the sublinear expectations. As applications, we extend some complete and almost sure convergence theorems for weighted sums of negatively dependent random variables from the traditional probability space to the sublinear expectation space.


2021 ◽  
Vol 6 (11) ◽  
pp. 12166-12181
Author(s):  
Shuyan Li ◽  
◽  
Qunying Wu

<abstract><p>Limit theorems of sub-linear expectations are challenging field that has attracted widespread attention in recent years. In this paper, we establish some results on complete integration convergence for weighted sums of arrays of rowwise extended negatively dependent random variables under sub-linear expectations. Our results generalize the complete moment convergence of the probability space to the sub-linear expectation space.</p></abstract>


Filomat ◽  
2017 ◽  
Vol 31 (5) ◽  
pp. 1381-1394 ◽  
Author(s):  
Aiting Shen ◽  
Yu. Zhang ◽  
Wenjuan Wang

In this paper, we provide some probability and moment inequalities (especially the Marcinkiewicz-Zygmund type inequality) for extended negatively dependent (END, in short) random variables. By using the Marcinkiewicz-Zygmund type inequality and the truncation method, we investigate the complete convergence for sums and weighted sums of arrays of rowwise END random variables. In addition, the complete moment convergence for END random variables is obtained. Our results generalize and improve the corresponding ones of Wang et al. [18] and Baek and Park [2].


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