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Research Article | Open Access

On the complete moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations

School of Information Engineering, Jingdezhen Ceramic University, Jingdezhen, 333403, China
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Abstract

The moving average processes X k = i = a i + k Y i are studied, where { Y i , < i < } is a double infinite sequence of negatively dependent random variables under sub-linear expectations, and { a i , < i < } is an absolutely summable sequence of real numbers. We establish the complete moment convergence of a moving average process under proper conditions, extending the corresponding results in classic probability space to those in sub-linear expectation space.

CLC number: 60F05, 60F15

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AIMS Mathematics
Pages 3369-3385

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Cite this article:
Xu M. On the complete moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations. AIMS Mathematics, 2024, 9(2): 3369-3385. https://doi.org/10.3934/math.2024165

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Received: 19 August 2023
Revised: 02 December 2023
Accepted: 28 December 2023
Published: 15 February 2024
©2024 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)