Complete convergence for END random variables under sublinear expectations
From MaRDI portal
Summary: In this paper, the complete convergence theorems of partial sums and weighted sums for extended negatively dependent random variables in sublinear expectation spaces have been studied and established. Our results extend the corresponding results of classical probability spaces to the case of sublinear expectation spaces.
Recommendations
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations
- Complete convergence of weighted sums for END random variables sequence under sub-linear expectation
- Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
- scientific article; zbMATH DE number 7071716
Cites work
- A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type \(p\) Banach spaces
- A strong law of large numbers for sub-linear expectation under a general moment condition
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Another form of Chover's law of the iterated logarithm under sub-linear expectations
- Complete convergence and complete moment convergence for negatively associated sequences of random variables
- Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
- Complete Convergence and the Law of Large Numbers
- Complete convergence for arrays of row-wise ND random variables under sub-linear expectations
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- Complete convergence for negatively dependent sequences of random variables
- Complete convergence for weighted sums of extended negatively dependent random variables
- Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
- Complete convergence of the non-identically distributed pairwise NQD random sequences
- Equivalent conditions of complete convergence for weighted sums of sequences of extended negatively dependent random variables
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- Limit laws for non-additive probabilities and their frequentist interpretation
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- On complete convergence for extended independent random variables under sub-linear expectations
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Strong laws of large numbers for sub-linear expectations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
Cited in
(20)- Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
- Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations
- Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations
- Complete convergence for widely acceptable random variables under the sublinear expectations
- On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
- Some types of convergence for negatively dependent random variables under sublinear expectations
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
- Several different types of convergence for ND random variables under sublinear expectations
- Complete integration convergence for weighted sums of arrays of END under sub-linear expectations space
- Almost sure convergence of weighted sums for END sequences in sub-linear expectation spaces
- On complete convergence for extended independent random variables under sub-linear expectations
- Limiting behavior of weighted sums of extended negatively dependent random variables under sublinear expectations
- Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
- Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Complete convergence of weighted sums for END random variables sequence under sub-linear expectation
- Marcinkiewicz type complete convergence for weighted sums under sub-linear expectations
- Complete moment convergence for ND random variables under the sub-linear expectations
- Complete convergence theorems for moving average process generated by independent random variables under sub-linear expectations
- Strong convergence properties for weighted sums of extended negatively dependent random variables under sub-linear expectations with statistical applications
This page was built for publication: Complete convergence for END random variables under sublinear expectations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2039171)
