Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations (Q2244395): Difference between revisions

Summary: We investigate the complete \(p\)th moment convergence for weighted sums of independent, identically distributed random variables under sublinear expectations space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete \(p\)th moment convergence of weighted sums of independent, identically distributed random variables under sublinear expectations space, which complement the corresponding results obtained in [\textit{M. Guo} and \textit{S. Shan}, Chin. J. Appl. Probab. Stat. 36, No. 4, 381--392 (2020; Zbl 1463.60042)].