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

In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of [Formula: see text] , further [Formula: see text] , [Formula: see text] ([Formula: see...

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Detalles Bibliográficos
Autores principales: Zhong, Haoyuan, Wu, Qunying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5651798/
https://www.ncbi.nlm.nih.gov/pubmed/29104399
http://dx.doi.org/10.1186/s13660-017-1538-1
Descripción
Sumario:In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent (END) random variables under sub-linear expectations space with the condition of [Formula: see text] , further [Formula: see text] , [Formula: see text] ([Formula: see text] is a slow varying and monotone nondecreasing function). As an application, the Baum-Katz type result for weighted sums of extended negatively dependent random variables is established under sub-linear expectations space. The results obtained in the article are the extensions of the complete convergence and complete moment convergence under classical linear expectation space.