Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations

Qunying Wu

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 12, 4356-4368

Abstract: Limit theorems for sub-linear expectations are challenging field which have raised a large number of issues of interest recently. The aim of this article is to establish the strong limit theorems of weighted sums under a sub-linear expectation space. As applications, the strong limit theorem for extended negatively dependent and identically distributed random variables have been generalized to the sub-linear expectation space context.

Date: 2023
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DOI: 10.1080/03610926.2021.1993259

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