Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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COMPLETE f-MOMENT CONVERGENCE FOR EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Lu, Chao (School of Mathematical Sciences Anhui University) ;
  • Wang, Rui (School of Mathematical Sciences Anhui University) ;
  • Wang, Xuejun (School of Mathematical Sciences Anhui University) ;
  • Wu, Yi (School of Mathematical Sciences Anhui University)
  • Received : 2019.11.12
  • Accepted : 2020.06.02
  • Published : 2020.11.01
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Abstract

In this paper, we investigate the complete f-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete f-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.

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References

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