Some types of convergence for negatively dependent random variables under sublinear expectations
From MaRDI portal
Publication:2296594
Summary: In this paper, we research complete convergence and almost sure convergence under the sublinear expectations. As applications, we extend some complete and almost sure convergence theorems for weighted sums of negatively dependent random variables from the traditional probability space to the sublinear expectation space.
Recommendations
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
- Several different types of convergence for ND random variables under sublinear expectations
- Complete convergence and complete integral convergence of negatively dependent sequences under sub-linear expectations
- Complete convergence for END random variables under sublinear expectations
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A strong limit theorem for weighted sums of negatively dependent random variables
- A strong limit theorem for weighted sums of sequences of negatively dependent random variables
- A Weighted Central Limit Theorem Under Sublinear Expectations
- Almost sure convergence of weighted sums for negatively associated random variables
- Almost sure convergence theorems of weighted sums of random variables
- Complete convergence and complete moment convergence for martingale difference sequence
- Complete convergence and complete moment convergence for negatively associated sequences of random variables
- Complete Convergence and the Law of Large Numbers
- Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Limiting behavior of weighted sums of i.i.d. random variables
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- On complete convergence and complete moment convergence for a class of random variables
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- 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
(12)- Convergences of random variables under sublinear expectations
- The convergence of the sums of independent random variables under the sub-linear expectations
- Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
- Complete convergence for widely acceptable random variables under the sublinear expectations
- Several different types of convergence for ND random variables under sublinear expectations
- Complete convergence and complete integral convergence of negatively dependent sequences under sub-linear expectations
- Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations
- Almost sure convergence of weighted sums for widely negative dependent random variables under sub-linear expectations
- Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations
- Complete moment convergence and L_q convergence for AANA random variables under sub-linear expectations
- On complete convergence for weighted sums of widely negative dependent random variables under sub-linear expectations
- Complete convergence for weighted sums of m-widely acceptable random variables under sub-linear expectations
This page was built for publication: Some types of convergence for negatively dependent random variables under sublinear expectations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2296594)