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Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations
- Publication Year :
- 2024
-
Abstract
- In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence of $m$-widely acceptable ($m$-WA) random variables, which is stochastically dominated by a random variable $Y$ in sub-linear expectations space $(\Omega,\HH,\ee)$ and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.<br />Comment: 16 pages,submitted to Journal of Inequalities and Applications
- Subjects :
- Mathematics - Probability
60F15, 60F05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2403.18304
- Document Type :
- Working Paper