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Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations

Authors :
Xu, MIngzhou
Cheng, Kun
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

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2109.08464
Document Type :
Working Paper