Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations

DOI10.1080/03610926.2020.1786585OpenAlexW3038795063MaRDI QIDQ5081039

Dawei Lu, Yao Meng

Publication date: 1 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1786585

zbMATH Keywords

complete convergencesub-linear expectationcomplete integral convergencewidely negative dependence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Zero-one laws (60F20) (L^p)-limit theorems (60F25)

Related Items (1)

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

Cites Work

• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Complete convergence and complete moment convergence for a class of random variables
• Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
• Complete moment convergence for arrays of rowwise widely orthant dependent random variables
• Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
• Complete convergence theorems for extended negatively dependent random variables
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• A strong law of large numbers for non-additive probabilities
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Complete moment convergence for i.i.d. random variables
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
• Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
• Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations

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