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Strong convergence for weighted sums of END random variables under the sub-linear expectations

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成果类型:
期刊论文
作者:
Feng, Fengxiang*;Huang, Haiwu
通讯作者:
Feng, Fengxiang
作者机构:
[Feng, Fengxiang] Guilin Univ Technol, Coll Sci, Guilin 541004, Guangxi, Peoples R China.
[Huang, Haiwu] Hengyang Normal Univ, Coll Math & Stat, Hengyang, Peoples R China.
通讯机构:
[Feng, Fengxiang] G
Guilin Univ Technol, Coll Sci, Guilin 541004, Guangxi, Peoples R China.
语种:
英文
关键词:
Sub-linear expectation;complete convergence;extended negatively dependent random variables;60F15
期刊:
Communications in Statistics - Theory and Methods
ISSN:
0361-0926
年:
2022
卷:
51
期:
22
页码:
7885-7896
基金类别:
Fengxiang Feng’s research work is supported by the National Natural Science Foundation of China (11961015 and 12061027), Natural Science Foundation of Guangxi (2018GXNSFBA281019 and 2019GXNSFAA245031) and Supported by Foundation of Guilin University of Technology (GUTQDJJ2004044). Haiwu Huang’s research work is supported by the Scientific Research Fund of Hunan Provincial Education Department (18C0660), the National Statistical Science Research Project of China (2018LY05) and the State Scholarship Fund of China Scholarship Council(No.201908430242). We express our deep gratitude to the anonymous reviewers and editor for their constructive comments, which led to a much improved version of this paper.
机构署名:
本校为其他机构
院系归属:
数学与统计学院
摘要:
In this article, we study strong limit theorems for weighted sums of extended negatively dependent (END, for short) random variables under the sub-linear expectations. We establish some general complete convergence theorems for weighted sums of END random variables under the sub-linear expectations. Our results partly generalize and improve the corresponding ones previously obtained by Cai (Metrika, 68:323-331, 2008), Huang and Wang (J. Inequal. Appl. 233, doi:10.1186/1029-242X-2012-233, 2012) and Wang etal. (RACSAM, 106:235-245, 2012) in the c...

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