Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations

Shuyan Li; Qunying Wu; Shuyan Li; Qunying Wu

doi:10.3934/math.2021706

AIMS Mathematics

2021, Volume 6, Issue 11: 12166-12181. doi: 10.3934/math.2021706

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Research article

Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations

Shuyan Li ,
Qunying Wu ^,

College of Science, Guilin University of Technology, Guilin 541006, China

Received: 19 April 2021 Accepted: 18 August 2021 Published: 24 August 2021
MSC : 60F15

Limit theorems of sub-linear expectations are challenging field that has attracted widespread attention in recent years. In this paper, we establish some results on complete integration convergence for weighted sums of arrays of rowwise extended negatively dependent random variables under sub-linear expectations. Our results generalize the complete moment convergence of the probability space to the sub-linear expectation space.
- complete integration convergence,
- sub-linear expectation,
- extended negative dependence random variables,
- complete convergence,
- identical distribution
Citation: Shuyan Li, Qunying Wu. Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations[J]. AIMS Mathematics, 2021, 6(11): 12166-12181. doi: 10.3934/math.2021706

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Abstract

Limit theorems of sub-linear expectations are challenging field that has attracted widespread attention in recent years. In this paper, we establish some results on complete integration convergence for weighted sums of arrays of rowwise extended negatively dependent random variables under sub-linear expectations. Our results generalize the complete moment convergence of the probability space to the sub-linear expectation space.

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