吉林大学学报(理学版) ›› 2021, Vol. 59 ›› Issue (3): 531-536.

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次线性期望空间下END列加权和的几乎处处收敛性

胡蓉, 吴群英   

  1. 桂林理工大学 理学院, 广西 桂林 541004
  • 收稿日期:2020-09-07 出版日期:2021-05-26 发布日期:2021-05-23
  • 通讯作者: 吴群英 E-mail:wqy666@glut.edu.cn

Almost Sure Convergence of Weighted Sums for END Sequences in Sub-linear Expectation Spaces

HU Rong, WU Qunying   

  1. College of Science, Guilin University of Technology, Guilin 541004, Guangxi  Zhuang Autonomous Region, China
  • Received:2020-09-07 Online:2021-05-26 Published:2021-05-23

摘要: 利用与概率空间不同的研究方法, 在Choquet积分存在的条件下, 研究次线性期望空间中广义负相依(END)随机变量序列加权和的几乎处处收敛性, 得到了几乎处处收敛性定理, 从而把该定理从传统概率空间扩展到次线性期望空间.

关键词: 次线性期望, END随机变量序列, 加权和, 几乎处处收敛

Abstract: Using the  different  research methods than the probability space, under the condition that the Choquet integrals existed, we studied the almost sure convergence of weighted sums for extended negatively dependent(END)random variable sequences in the sub-linear expectation spaces, and obtained the almost sure convergence theorem, which extended the theorem from the traditional probability space to the sub-linear expectation spaces.

Key words: sub-linear expectation, END random variable sequence, weighted sum, almost sure convergence

中图分类号: 

  • O211.4