Convergence for sums of i.i.d. random variables under sublinear expectations
In this paper, we obtain equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent identically distributed random variables under sublinear expectations space. The results obtained in the paper are extensions of the equivalent conditions of complete...
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Veröffentlicht in: | Journal of inequalities and applications 2021-09, Vol.2021 (1), p.1-14, Article 157 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In this paper, we obtain equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent identically distributed random variables under sublinear expectations space. The results obtained in the paper are extensions of the equivalent conditions of complete moment convergence of the maximum under classical linear expectation space. |
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ISSN: | 1029-242X 1025-5834 1029-242X |
DOI: | 10.1186/s13660-021-02692-x |