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....
Gespeichert in:
Veröffentlicht in: | Filomat 2023, Vol.37 (23), p.7881-7890 |
---|---|
Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
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 |