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Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Publication Year :
- 2021
-
Abstract
- We investigate the complete $p$-th moment convergence for weighted sums of independent, identically distributed random variables under sublinear expectations space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete $p$-th moment convergence of weighted sums of independent, identically distributed random variables under sublinear expectations space, which complement the corresponding results obtained in Guo and Shan (2020).<br />Comment: 16 pages, revised by Discrete Dynamics in Nature and Society. arXiv admin note: text overlap with arXiv:2108.12085
- Subjects :
- Mathematics - Probability
60F15, 60F05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2109.08464
- Document Type :
- Working Paper