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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of inequalities and applications 2021-09, Vol.2021 (1), p.1-14, Article 157
Hauptverfasser: Xu, Mingzhou, Cheng, Kun
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
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.
ISSN:1029-242X
1025-5834
1029-242X
DOI:10.1186/s13660-021-02692-x