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

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Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
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    Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations (English)
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    12 November 2021
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    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)].
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