Strong Limit Theorems for Weighted Sums under the Sub-linear Expectations

In this article, we study strong limit theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. We establish general strong law and complete convergence theorems for weighted sums of extended negatively dependent random variables under the sub-l...

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Bibliographic Details
Published in:Acta Mathematicae Applicatae Sinica 2024, Vol.40 (3), p.862-874
Main Authors: Feng, Feng-xiang, Wang, Ding-cheng, Wu, Qun-ying, Huang, Hai-wu
Format: Article
Language:English
Subjects:
Applications of Mathematics
Dependent variables
Math Applications in Computer Science
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Random variables
Theorems
Theoretical
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Summary:In this article, we study strong limit theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. We establish general strong law and complete convergence theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. Our results of strong limit theorems are more general than some related results previously obtained by Thrum (1987), Li et al. (1995) and Wu (2010) in classical probability space.
ISSN:0168-9673
1618-3932
DOI:10.1007/s10255-024-1127-2