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Complete Convergence for Weighted Sums of Widely Acceptable Random Variables under Sublinear Expectations

Rong Hu, Qunying Wu and Fabio Tramontana

Discrete Dynamics in Nature and Society, 2021, vol. 2021, 1-10

Abstract: Using different methods than the probability space, under the condition that the Choquet integral exists, we study the complete convergence theorem for weighted sums of widely acceptable random variables under sublinear expectation space. We proved corresponding theorem which was extended to the sublinear expectations’ space from the probability space, and similar results were obtained.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:5526609

DOI: 10.1155/2021/5526609

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