• 제목/요약/키워드: Extended independent random variable

검색결과 1건 처리시간 0.014초

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

  • Deng, Xin;Wang, Xuejun
    • 대한수학회지
    • /
    • 제57권3호
    • /
    • pp.553-570
    • /
    • 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.