Research article

Complete convergence and complete integration convergence for weighted sums of arrays of rowwise $ m $-END under sub-linear expectations space

  • Received: 19 October 2022 Revised: 10 December 2022 Accepted: 01 January 2023 Published: 09 January 2023
  • MSC : 60F15

  • In this paper, we study the complete convergence and the complete integration convergence for weighted sums of $ m $-extended negatively dependent ($ m $-END) random variables under sub-linear expectations space with the condition of $ \hat{\mathbb{E}}|X|^p\leqslant C_{\mathbb{V}}(|X|^p) < \infty $, $ p > 1/\alpha $ and $ \alpha > 3/2 $. We obtain the results that can be regarded as the extensions of complete convergence and complete moment convergence under classical probability space. In addition, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of $ m $-END random variables under the sub-linear expectations space is proved.

    Citation: He Dong, Xili Tan, Yong Zhang. Complete convergence and complete integration convergence for weighted sums of arrays of rowwise $ m $-END under sub-linear expectations space[J]. AIMS Mathematics, 2023, 8(3): 6705-6724. doi: 10.3934/math.2023340

    Related Papers:

  • In this paper, we study the complete convergence and the complete integration convergence for weighted sums of $ m $-extended negatively dependent ($ m $-END) random variables under sub-linear expectations space with the condition of $ \hat{\mathbb{E}}|X|^p\leqslant C_{\mathbb{V}}(|X|^p) < \infty $, $ p > 1/\alpha $ and $ \alpha > 3/2 $. We obtain the results that can be regarded as the extensions of complete convergence and complete moment convergence under classical probability space. In addition, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of $ m $-END random variables under the sub-linear expectations space is proved.



    加载中


    [1] S. G. Peng, G-Expectation, G-Brownian motion and related stochastic calculus of Ito's type, Stoch. Anal. Appl., 2 (2006), 541–567. http://dx.doi.org/10.1007/978-3-540-70847-6_25 doi: 10.1007/978-3-540-70847-6_25
    [2] S. G. Peng, Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation, Stoch. Proc. Appl., 118 (2008), 2223–2253. http://dx.doi.org/10.1016/j.spa.2007.10.015 doi: 10.1016/j.spa.2007.10.015
    [3] S. G. Peng, A new central limit theorem under sublinear expectations, arXiv: 0803.2656, 2008.
    [4] P. Y. Chen, S. X. Gan, Limiting behavior of weighted sums of i.i.d. random variables, Statist. Probab. Lett., 77 (2007), 1589–1599. http://dx.doi.org/10.1016/j.spl.2007.03.038 doi: 10.1016/j.spl.2007.03.038
    [5] Z. C. Hu, L. Zhou, Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, Acta Math. Sci. Ser. B (Engl. Ed.), 31 (2015), 305–318. http://dx.doi.org/10.1007/s10114-015-3212-1 doi: 10.1007/s10114-015-3212-1
    [6] L. X. Zhang, Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations, Acta Math. Sci. Ser. B (Engl. Ed.), 42 (2022), 467–490. http://dx.doi.org/10.1007/sl0473-022-0203-z doi: 10.1007/sl0473-022-0203-z
    [7] L. X. Zhang, Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm, Sci. China-Math., 59 (2016), 2503–2526. http://dx.doi.org/10.1007/s11425-016-0079-1 doi: 10.1007/s11425-016-0079-1
    [8] L. X. Zhang, Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications, Sci. China-Math., 59 (2016), 751–768. http://dx.doi.org/10.1007/S11425-015-5105-2 doi: 10.1007/S11425-015-5105-2
    [9] L. X. Zhang, J. H. Lin, Marcinkiewicz's strong law of large numbers for nonlinear expectations, Statist. Probab. Lett., 137 (2018), 269–276. http://dx.doi.org/10.48550/arXiv.1703.00604 doi: 10.48550/arXiv.1703.00604
    [10] Y. T. Lan, N. Zhang, Severral moment inequalities under sublinear expectations, Acta Math. Appl. Sinica, 41 (2018), 229–248. http://dx.doi.org/10.12387/C2018018 doi: 10.12387/C2018018
    [11] S. Guo, Y. Zhang, Moderate deviation principle for $m$-dependent random variables under the sub-linear expectation, AIMS Math., 7 (2022), 5943–5956. http://dx.doi.org/10.3934/math.2022331 doi: 10.3934/math.2022331
    [12] P. L. Hsu, H. Robbins, Complete convergence and the law of large numbers, P. Natl. A. Sci. USA, 33 (1947), 25–31. http://dx.doi.org/10.1073/pnas.33.2.25 doi: 10.1073/pnas.33.2.25
    [13] Y. S. Chow, On the rate of moment complete convergence of sample sums and extremes, Bull. Inst. Math. Acad. Sinica, 16 (1988), 177–201.
    [14] Q. H. Yu, M. M. Ning, M. Pan, A. T. Shen, Complete convergence for weighted sums of arrays of rowwise m-END random variables, J. Hebei Norm. Univ. Nat. Sci. Ed., 40 (2018), 333–338. http://dx.doi.org/10.3969/j.issn.1000-2375.2018.04.003 doi: 10.3969/j.issn.1000-2375.2018.04.003
    [15] B. Meng, D. C. Wang, Q. Y. Wu, Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables, Comm. Statist. Theory Methods, 51 (2022), 1–14. https://doi.org/10.1080/03610926.2020.1804587 doi: 10.1080/03610926.2020.1804587
    [16] Y. F. Wu, O. C. Munuel, V. Andrei, Complete convergence and complete moment convergence for arrays of rowwise END random variables, Glas. Mat. Ser. III, 51 (2022). http://dx.doi.org/10.3336/gm.49.2.16
    [17] Y. F. Wu, M. Guan, Convergence properties of the partial sums for sequences of END random Variables, J. Korean Math. Soc., 49 (2012), 1097–1110. http://dx.doi.org/10.4134/jkms.2012.49.6.1097 doi: 10.4134/jkms.2012.49.6.1097
    [18] X. J. Wang, X. Q. Li, S. H. Hu, X. H. Wang, On complete convergence for an extended negatively dependent sequence, Comm. Statist. Theory Methods, 43 (2014), 2923–2937. http://dx.doi.org/10.1080/03610926.2012.690489 doi: 10.1080/03610926.2012.690489
    [19] Y. Ding, Y. Wu, S. L. Ma, X. R. Tao, X. J. Wang, Complete convergence and complete moment convergence for widely orthant-dependent random variables, Comm. Statist. Theory Methods, 46 (2017), 8278–8294. http://dx.doi.org/10.1080/03610926.2016.1177085 doi: 10.1080/03610926.2016.1177085
    [20] F. X. Feng, D. C. Wang, Q. Y. Wu, H. W. Huang, Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations, Comm. Statist. Theory Methods, 50 (2021), 594–608. https://doi.org/10.1080/03610926.2019.1639747
    [21] H. Y. Zhong, Q. Y. Wu, Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation, J. Inequal. Appl., 2017 (2017), 1–14. http://dx.doi.org/10.1186/s13660-017-1538-1 { doi: 10.1186/s13660-017-1538-1
    [22] C. C. Jia, Q. Y. Wu, Complete convergence and complete integral convergence for weighted sums of widely acceptable random variables under the sub-linear expectations, AIMS Math., 7 (2022), 8430–8448. http://dx.doi.org/10.3934/math.2022470 doi: 10.3934/math.2022470
    [23] D. W. Lu, Y. Meng, Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations, Comm. Statist. Theory Methods, 51 (2020), 1–14. http://dx.doi.org/10.1080/03610926.2020.1786585 doi: 10.1080/03610926.2020.1786585
  • Reader Comments
  • © 2023 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(985) PDF downloads(58) Cited by(0)

Article outline

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog