Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
Dawei Lu and
Yao Meng
Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 4, 1273-1286
Abstract:
In this article, we study complete and complete integral convergence theorems for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations. The presented results are Baum-Katz type theorems that extend the corresponding results in classical probability space to the case of sub-linear expectation space.
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:52:y:2023:i:4:p:1273-1286
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DOI: 10.1080/03610926.2021.1934027
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