Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations

DOI10.1080/03610926.2021.1934027MaRDI QIDQ5875322zbMATH OpenOpenAlexFDO

Authors Dawei Lu, Yao Meng

Publication date 3 February 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2021.1934027

zbMATH Keywords

complete convergencecomplete integral convergencesub-linear expectationwidely negative dependence

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites work

• Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Complete convergence and complete moment convergence for widely orthant-dependent random variables
• Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations
• Complete convergence and strong laws of large numbers for weighted sums of negatively orthant dependent random variables
• Complete convergence for widely acceptable random variables under the sublinear expectations
• Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations
• Complete moment convergence for arrays of rowwise widely orthant dependent random variables
• Complete moment convergence for i.i.d. random variables
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• 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
• On the asymptotic approximation of inverse moment under sub-linear expectations
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

Cited in

(6)

• scientific article; zbMATH DE number 7109249 (Why is no real title available?)
• Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
• Complete convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
• Complete convergence and complete moment convergence for randomly weighted sums of widely negative dependent random variables under sublinear expectations
• Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations

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