Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation

作者：Zhong, Haoyuan; Wu, Qunying^*

来源：JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017, 2017(1): 261.

DOI：10.1186/s13660-017-1538-1

• sub-linear expectation space
• END random variables
• complete convergence
• complete moment convergence

In this paper, we study the complete convergence and complete moment convergence for weighted sums of extended negatively dependent ( END) random variables under sub-linear expectations space with the condition of C-V[|X|(p)l(|X|(1/alpha))] < infinity, further <(E)over cap> (|X|(p)l(|X|(1/alpha))) <= C-V[|X|(p)l(|X|(1/alpha))] < infinity, 1 < p < 2 (l(x) > 0 is a slow varying and monotone nondecreasing function). As an application, the Baum-Katz type result for weighted sums of extended negatively dependent random variables is established under sub-linear expectations space. The results obtained in the article are the extensions of the complete convergence and complete moment convergence under classical linear expectation space.

• 出版日期2017-10-23
• 单位桂林理工大学