• Title/Summary/Keyword: Extended independent random variable

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

  • Deng, Xin;Wang, Xuejun
    • Journal of the Korean Mathematical Society
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    • v.57 no.3
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    • pp.553-570
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    • 2020
  • 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.