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Complete Moment Convergence and Lq Convergence for AANA Random Variables Under Sub-linear Expectations.

Authors :
Xi, Mengmei
Zhang, Fei
Wang, Xuejun
Source :
Bulletin of the Malaysian Mathematical Sciences Society. Jan2024, Vol. 47 Issue 1, p1-21. 21p.
Publication Year :
2024

Abstract

It is well known that sub-linear expectation space is a general extension of classical linear expectation space. In this paper, we are devoted to investigate the complete moment convergence and L q convergence for maximal partial sums of asymptotically almost negatively associated random variables under sub-linear expectations with some general conditions, which are easy to be satisfied. The results obtained in the paper generalize some corresponding ones for dependent random variables in classical linear expectation space. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01266705
Volume :
47
Issue :
1
Database :
Academic Search Index
Journal :
Bulletin of the Malaysian Mathematical Sciences Society
Publication Type :
Academic Journal
Accession number :
174538551
Full Text :
https://doi.org/10.1007/s40840-023-01636-6