Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations

Fengxiang Feng

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: Let {X,Xn;n≥0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (Ω,H,Ê). We establish Baum–Katz-type complete and complete moment convergence theorems for the maximum of partial sums in a sub-linear expectation space. Our results extend the corresponding complete convergence results of probability spaces to sub-linear expectation spaces.

Keywords: Sub-linear expectation; Complete convergence; Complete moment convergence; The maximum of partial sums (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715223000421
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:197:y:2023:i:c:s0167715223000421

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2023.109818

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().