M. M. Xi, X. Q. Li, L. Chen, X. J. Wang, “Complete and complete integral convergence for arrays of rowwise extended negatively dependent random variables under sub-linear expectations”, Teor. Veroyatnost. i Primenen., 2023, Volume 68, Issue 2,Pages <nobr>344

Complete and complete integral convergence for arrays of rowwise extended negatively dependent random variables under sub-linear expectations

M. M. Xi^ab, X. Q. Li^a, L. Chen^a, X. J. Wang^a

^a School of Big Data and Statistics, Anhui University, Hefei, P. R. China
^b School of Management, University of Science and Technology of China, Hefei, P. R. China

Abstract: We study complete and complete integration convergence for arrays of rowwise extended negatively dependent random variables under sublinear expectations. Our results generalize complete moment convergence results of [T.-C. Hu, K.-L. Wang, and A. Rosalsky, Sankhya A, 77 (2015), pp. 1–29] and [Y. Wu, M. Ordóñez Cabrera, and A. Volodin, Glas. Mat. Ser. III, 49(69) (2014), pp. 447–466] from classical probability spaces to spaces with sublinear expectation.

Keywords: random environment, small deviation probability, partial sums of independent random variables.

Received: 10.05.2021
Revised: 27.10.2022

DOI: 10.4213/tvp5497