Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations

Fengxiang Feng, Dingcheng Wang, Qunying Wu and Haiwu Huang

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 3, 594-608

Abstract: In this article, we study complete and complete moment convergence theorems for arrays of rowwise negatively dependent random variables under the sub-linear expectations. The complete and complete moment convergence theorems in the sense of non-additive capacities are established for arrays of rowwise negatively dependent random variables. Our result improves the corresponding result of Wang et al. relative to the classical probability space.

Date: 2021
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DOI: 10.1080/03610926.2019.1639747

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