Several different types of convergence for ND random variables under sublinear expectations

DOI10.1155/2021/6653435MaRDI QIDQ2663008zbMATH OpenOpenAlexFDO

Authors Ziwei Liang, Qunying Wu

Publication date 15 April 2021

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/6653435

Mathematics Subject Classification ID

Strong limit theorems (60F15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Review text

Summary: The goal of this paper is to build average convergence and almost sure convergence for ND (negatively dependent) sequences of random variables under sublinear expectation space. By using the basic definition of sublinear expectation space, Markov inequality, and \(C_r\) inequality, we extend average convergence and almost sure convergence theorems for ND sequences of random variables under sublinear expectation space, and we provide a way to learn this subject.

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Cites work

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Cited in

(3)

• Convergences of random variables under sublinear expectations
• Convergence for sums of i.i.d. random variables under sublinear expectations
• Some types of convergence for negatively dependent random variables under sublinear expectations

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