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Research Article | Open Access

Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations

Lunyi Liu, Qunying Wu( )
College of Science, Guilin University of Technology, Guilin 541006, China
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Abstract

In the paper, the complete convergence and complete integral convergence for weighted sums of negatively dependent random variables under the sub-linear expectations are established. The results in the paper extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.

Keywords

negatively dependentcomplete convergencecomplete integral convergenceweighted sumssub-linear expectation
CLC number: 60F15

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AIMS Mathematics
Volume 8 Issue 9,
September 2023
Pages 22319-22337
DOI: 10.3934/math.20231138

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Cite this article:
Liu L, Wu Q. Complete integral convergence for weighted sums of negatively dependent random variables under sub-linear expectations. AIMS Mathematics, 2023, 8(9): 22319-22337. https://doi.org/10.3934/math.20231138

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Received: 07 May 2023
Revised: 02 July 2023
Accepted: 10 July 2023
Published: 15 September 2023
©2023 the Author(s), licensee AIMS Press.

This is an open access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0)