Marcinkiewicz strong laws for weighted sums under the sub-linear expectations

In this article, we establish complete convergence theorems for weighted sums in sub-linear expectations space. As corollaries, we obtain Marcinkiewicz strong laws for weighted sums under the sublinear expectations. Our results extend and improve the corresponding results of Bai and Cheng (Statist....

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Veröffentlicht in:Filomat 2023, Vol.37 (23), p.7881-7890
Hauptverfasser: Feng, Fengxiang, Zeng, Xiang
Format: Artikel
Sprache:eng
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Zusammenfassung:In this article, we establish complete convergence theorems for weighted sums in sub-linear expectations space. As corollaries, we obtain Marcinkiewicz strong laws for weighted sums under the sublinear expectations. Our results extend and improve the corresponding results of Bai and Cheng (Statist. Probab. Lett. 46: 105-112, 2000) and Cuzick (J. Theoret. Probab. 8: 625-641, 1995) from classical probability space to sub-linear expectation space.
ISSN:0354-5180
2406-0933
DOI:10.2298/FIL2323881F