Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation

DOI10.1186/s13660-017-1538-1zbMath1386.60117OpenAlexW2765571870WikidataQ47122622 ScholiaQ47122622MaRDI QIDQ2412858

Qunying Wu, Haoyuan Zhong

Publication date: 27 October 2017

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-017-1538-1

zbMATH Keywords

complete convergencecomplete moment convergenceEND random variablessub-linear expectation space

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Related Items (20)

Central limit theorems for sub-linear expectation under the Lindeberg condition ⋮ Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations ⋮ Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations ⋮ Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations ⋮ Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations ⋮ Complete convergence theorem for negatively dependent random variables under sub-linear expectations ⋮ Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations ⋮ Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations ⋮ Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations ⋮ Complete convergence theorems for arrays of row-wise extended negatively dependent random variables under sub-linear expectations ⋮ Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations ⋮ Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations ⋮ Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations ⋮ A complete convergence theorem for weighted sums under the sub-linear expectations ⋮ Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations ⋮ Complete convergence for widely acceptable random variables under the sublinear expectations ⋮ Convergence for sums of i.i.d. random variables under sublinear expectations ⋮ Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations ⋮ Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations ⋮ Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations

Cites Work

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• Strong laws of large numbers for sub-linear expectations
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• Invariance principles for the law of the iterated logarithm under \(G\)-framework
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Complete convergence and complete moment convergence for martingale difference sequence
• Nonlinear expectations and nonlinear Markov chains
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• General results of complete convergence and complete moment convergence for weighted sums of some class of random variables
• Complete convergence for weighted sums of extended negatively dependent random variables
• ON COMPLETE CONVERGENCE AND COMPLETE MOMENT CONVERGENCE FOR A CLASS OF RANDOM VARIABLES
• Complete Convergence and the Law of Large Numbers
• Regularly varying functions

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