<p>In this paper, under the condition that the Choquet expectations exist, we study the complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables in sub-linear expectation space (Ω, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\({\cal H}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mi mathvariant="script">H</mi> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\({\hat {\mathbb E}}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mrow> <mover> <mrow> <mi mathvariant="double-struck">E</mi> </mrow> <mo stretchy="false">^</mo> </mover> </mrow> </mrow> </math></EquationSource> </InlineEquation>). Some general results on complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under sub-linear expectations are established, which extend and improve some previous known ones.</p>

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Complete Moment Convergence for Arrays of Rowwise Negatively Dependent Random Variables under Sub-linear Expectations

  • Miao-miao Wang,
  • Xue-jun Wang,
  • Hai-wu Huang

摘要

In this paper, under the condition that the Choquet expectations exist, we study the complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables in sub-linear expectation space (Ω, \({\cal H}\) H , \({\hat {\mathbb E}}\) E ^ ). Some general results on complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under sub-linear expectations are established, which extend and improve some previous known ones.