Equivalent conditions of complete convergence for weighted sums of sequences of i. i. d. random variables under sublinear expectations

Autor: Xu, Mingzhou, Cheng, Kun
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
Popis: The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space was studied. By moment inequality and truncation methods, we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space. The results extend the corresponding results obtained by Guo (2012) to those for sequences of independent, identically distributed random variables under sublinear expectations space.
Comment: 11 pages,Submitted to Journal of University of Science and Technology of China, 2021. arXiv admin note: substantial text overlap with arXiv:2104.10430
Databáze: arXiv