Strong convergence for weighted sums of END random variables under the sub-linear expectations

Fengxiang Feng and Haiwu Huang

Communications in Statistics - Theory and Methods, 2021, vol. 51, issue 22, 7885-7896

Abstract: In this article, we study strong limit theorems for weighted sums of extended negatively dependent (END, for short) random variables under the sub-linear expectations. We establish some general complete convergence theorems for weighted sums of END random variables under the sub-linear expectations. Our results partly generalize and improve the corresponding ones previously obtained by Cai (Metrika, 68:323-331, 2008), Huang and Wang (J. Inequal. Appl. 233, doi:10.1186/1029-242X-2012-233, 2012) and Wang et al. (RACSAM, 106:235-245, 2012) in the classical probability space to the sub-linear expectation space under weaker moment conditions.

Date: 2021
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DOI: 10.1080/03610926.2021.1883654

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