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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2025 Volume 70, Issue 1, Pages 136–154 (Mi tvp5603)

Limiting behaviors for weighted sums of residually $h$-integrable random variables under sublinear expectations

X. Wanga, Y. Wub

a School of Big Data and Statistics, Anhui University, Hefei, P. R. China
b School of Big Data and Artificial Intelligence, Chizhou University, Chizhou, P. R. China

Abstract: This paper investigates the weak law of large numbers, complete convergence for weighted sums of residually $h$-integrable extended negatively dependent random variables (r.v.'s), and complete integral convergence for weighted sums of strongly residually $h$-integrable extended negatively dependent r.v.'s under sublinear expectations. The results obtained in the paper markedly improve and extend some existing ones in the probability space and sublinear expectation space.

Keywords: weak law of large numbers, complete convergence, complete integral convergence, residually $h$-integrable, extended negatively dependent, sublinear expectations.

Received: 07.10.2022
Revised: 20.11.2024
Accepted: 22.03.2024

DOI: 10.4213/tvp5603


 English version:
Theory of Probability and its Applications, 2025, 70:1, 113–128

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© Steklov Math. Inst. of RAS, 2025