Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations

作者：Wang, Li; Wu, Qunying^*

来源：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52(24): 8763-8784.

DOI：10.1080/03610926.2022.2071448

• Widely negative dependence
• complete integral convergence
• weighted sum
• sub-linear expectation

In this article, we establish some results on the complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations, which extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.

• 单位
  桂林理工大学