Complete convergence and complete integral convergence for randomly weighted sums under the sublinear expectations

作者：Jia, Chengcheng; Wu, Qunying^*

来源：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023.

DOI：10.1080/03610926.2023.2195029

• Sublinear expectation
• complete convergence
• complete integral convergence
• randomly weighted sums
• widely negative dependent

The complete convergence and complete integral convergence for randomly weighted sums when the weight is A(ni) under the sublinear expectations are established in this article. The major findings of this study are expansions of complete convergence and complete moment convergence for widely orthant-dependent (WOD) random variables in the traditional probability space.

• 单位
  桂林理工大学