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In this paper, we investigate the complete $f$-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete $f$-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.
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참고문헌 (29)
참고문헌 신청
A. Adler / 1987 / Some general strong laws for weighted sums of stochastically dominated random variables / Stochastic Anal. Appl 5(1):1~16
A. Adler / 1989 / Strong laws of large numbers for weighted sums of random elements in normed linear spaces / Internat. J. Math. Math. Sci 12(3):507~529
P. Y. Chen / 2018 / On complete convergence and complete moment convergence for weighted sums of -mixing random variables / J. Inequal. Appl. 2018:16
Z. J. Chen / 2016 / Strong laws of large numbers for sub-linear expectations / Sci. China Math 59(5):945~954
Z. J. Chen / 2014 / A law of the iterated logarithm under sublinear expectations / Int. J. Financ. Eng 1(2):23
A. Adler / 1989 / Strong laws of large numbers for weighted sums of random elements in normed linear spaces / Internat. J. Math. Math. Sci 12(3):507~529
P. Y. Chen / 2018 / On complete convergence and complete moment convergence for weighted sums of -mixing random variables / J. Inequal. Appl. 2018:16
Z. J. Chen / 2016 / Strong laws of large numbers for sub-linear expectations / Sci. China Math 59(5):945~954
Z. J. Chen / 2014 / A law of the iterated logarithm under sublinear expectations / Int. J. Financ. Eng 1(2):23
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