Almost Sure Convergence of Weighted Sums for m-END Sequences under Sub-linear Expectations

Authors

  • TAN Xili
  • DONG He
  • SUN Peiyu
  • ZHANG Yong

DOI:

https://doi.org/10.59782/sidr.v1i1.26

Keywords:

sub-linear expectation, m-extended negatively dependent random variable sequence, weighted sum, almost sure convergence

Abstract

By using Rosenthal's inequality, we discussed almost sure convergence of weighted sums for -END ( -extended negatively dependent) random variable sequence with the condition of , under sub-linear expectations. Almost sure convergence of weighted sums for END sequence in the classical probability space was extended to the almost sure convergence of weighted sums for -END random variable sequence under the sub-linear expectations.

How to Cite

Xili, T., He, D., Peiyu, S., & Yong, Z. (2024). Almost Sure Convergence of Weighted Sums for m-END Sequences under Sub-linear Expectations. Scientific Insights and Discoveries Review, 1, 29–39. https://doi.org/10.59782/sidr.v1i1.26