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http://dx.doi.org/10.4134/JKMS.j190756

COMPLETE f-MOMENT CONVERGENCE FOR EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS  

Lu, Chao (School of Mathematical Sciences Anhui University)
Wang, Rui (School of Mathematical Sciences Anhui University)
Wang, Xuejun (School of Mathematical Sciences Anhui University)
Wu, Yi (School of Mathematical Sciences Anhui University)
Publication Information
Journal of the Korean Mathematical Society / v.57, no.6, 2020 , pp. 1485-1508 More about this Journal
Abstract
In this paper, we investigate the complete f-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete f-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.
Keywords
END random variables; complete convergence; complete moment convergence; complete f-moment convergence; sub-linear expectations;
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