Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations

作者：Feng, Fengxiang^*

来源：STATISTICS & PROBABILITY LETTERS, 2023, 197: 109818.

DOI：10.1016/j.spl.2023.109818

• Sub-linear expectation
• Complete convergence
• Complete moment convergence
• The maximum of partial sums

Let {X, Xn; n >= 0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (ohm, H,(E) over cap). We establish Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums in a sub-linear expectation space. Our results extend the corresponding complete convergence results of probability spaces to sub-linear expectation spaces.

• 单位
  桂林理工大学