Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations

DOI10.1186/s13660-023-02990-6OpenAlexW4378717559MaRDI QIDQ6067258

Kun Cheng, Ming Zhou Xu, Wangke Yu

Publication date: 14 December 2023

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

Full work available at URL: https://doi.org/10.1186/s13660-023-02990-6

zbMATH Keywords

complete convergencelinear processescomplete moment convergencesub-linear expectationnegatively dependent random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Strong laws of large numbers for sub-linear expectations
• How big are the increments of \(G\)-Brownian motion?
• Further research on complete moment convergence for moving average process of a class of random variables
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Moment inequalities and complete moment convergence
• Marcinkiewicz's strong law of large numbers for nonlinear expectations
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
• Three series theorem for independent random variables under sub-linear expectations with applications
• Some inequalities and limit theorems under sublinear expectations
• The law of logarithm for arrays of random variables under sub-linear expectations
• Strong laws of large numbers for general random variables in sublinear expectation spaces
• Convergence for sums of i.i.d. random variables under sublinear expectations
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under 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
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• How small are the increments of \(G\)-Brownian motion
• Large deviations and moderate deviations for independent random variables under sublinear expectations
• Convergence rates in the law of large numbers for END linear processes with random coefficients
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Convergence of asymptotically almost negatively associated random variables with random coefficients
• Unnamed Item

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