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http://dx.doi.org/10.4134/JKMS.j190093

ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS  

Deng, Xin (School of Mathematics and Finance Chuzhou University)
Wang, Xuejun (School of Mathematical Sciences Anhui University)
Publication Information
Journal of the Korean Mathematical Society / v.57, no.3, 2020 , pp. 553-570 More about this Journal
Abstract
In this paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz [1] and Hu and Taylor [11] from classical probability space to sub-linear expectation space.
Keywords
Extended independent random variable; complete convergence; sub-linear expectation; capacity;
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