Further research on complete integral convergence for moving average process of ND random variables under sub-linear expectations

摘要

In this article, we establish some results on complete convergence and complete integral convergence of moving average process {Xn= n-ary sumation i=-& INFIN;& INFIN;aiYi+n,n & GE;1} based on negatively dependent random variables under sub-linear expectations. We generalize corresponding conclusions obtained by Zhang and Ding, and extend convergence theorems for general function from classical probability space to the sub-linear expectation space.

关键词