次线性期望下ND序列的完全收敛与完全积分收敛

Abstract

Abstract: By using the Markov inequality, under exponential moment condition, we gave the complete convergence and complete integral convergence of sequence of negatively dependent (ND) random variables with the same distribution in the sublinear expectation space. Thus, the complete convergence and complete moment convergence in probability space were exten
ded to the sublinear expectation space, and similar results were obtained.

Key words: sublinear expectation, negatively dependent (ND) sequence, complete convergence, complete integral convergence

CLC Number:

O211.4

LI Jie, WU Qunying. Complete Convergence and Complete Integral Convergence ofNegatively Dependent Sequences under Sublinear Expectations#br#[J].Journal of Jilin University Science Edition, 2019, 57(2): 305-310.

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Complete Convergence and Complete Integral Convergence ofNegatively Dependent Sequences under Sublinear Expectations#br#

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