A Complete Convergence Theorem of the Maximum of Partial Sums Under the Sub-Linear Expectations

作者：Feng, Fengxiang; Zeng, Xiang^*

来源：Filomat, 2022, 36(17): 5725-5735.

DOI：10.2298/FIL2217725F

• sub-linear expectation
• complete convergence
• the maximum of partial sums

Let {X, X-n; n >= 0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (Omega, H, (E) over cap). We establish a complete convergence theorem of the maximum of partial sums max(1 <= j <= n) |Sigma(j)(i=1) X-i| under optimal moment condition in a sub-linear expectation space. Our result generalizes and improves the corresponding results.

• 单位
  桂林理工大学