Complete convergence theorems for weighted sums of extended negatively dependent random variables under sub-linear expectations

Lunyi Liu and Qunying Wu

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 8, 2289-2304

Abstract: This article aims to study and establish the Lai law for the weighted sum of extended negatively dependent random variables under sub-linear expectations. Using inequalities under sub-linear expectation spaces, we extend the complete convergence of weighted sums from classical probability space to sub-linear expectation space.

Date: 2025
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DOI: 10.1080/03610926.2024.2366910

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