徐明周, 程琨. 次线性期望下独立同分布随机变量序列加权和的完全收敛的等价条件[J]. 应用概率统计, 2025, 41(3): 339-352. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023029
引用本文: 徐明周, 程琨. 次线性期望下独立同分布随机变量序列加权和的完全收敛的等价条件[J]. 应用概率统计, 2025, 41(3): 339-352. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023029
XU Mingzhou, CHENG Kun, . Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of i.i.d. Random Variables under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(3): 339-352.
Citation: XU Mingzhou, CHENG Kun, . Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of i.i.d. Random Variables under Sublinear Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(3): 339-352.

次线性期望下独立同分布随机变量序列加权和的完全收敛的等价条件

Equivalent Conditions of Complete Convergence for Weighted Sums of Sequences of i.i.d. Random Variables under Sublinear Expectations

  • 摘要: 本文研究了次线性期望空间下独立同分布随机变量序列加权和的完全收敛性.利用矩不等式和截尾方法,我们证明了次线性期望空间下独立同分布随机变量序列加权和完全收敛的等价条件.这些在次线性期望下独立同分布随机变量序列的结果补充了概率空间中的相应结果.

     

    Abstract: The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectation space is studied. By moment inequality and truncation methods, we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectation space. The results complement the corresponding results in probability space to those for sequences of independent, identically distributed random variables under sublinear expectation space.

     

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