On complete convergence for extended independent random variables under sub-linear expectations
J. Korean Math. Soc.
Published online March 12, 2020
Xin Deng and Xuejun Wang
Chuzhou University, Anhui University
Abstract : In the paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in the paper extend the corresponding ones of Baum and Katz ${\cite{18}}$ and Hu and Taylor ${\cite{17}}$ from classical probability space to sub-linear expectation space.
Keywords : extended independent random variable; complete convergence; sub-linear expectation; capacity
MSC numbers : 60F15
Full-Text :

   

Copyright © Korean Mathematical Society. All Rights Reserved.
The Korea Science Technology Center (Rm. 411), 22, Teheran-ro 7-gil, Gangnam-gu, Seoul 06130, Korea
Tel: 82-2-565-0361  | Fax: 82-2-565-0364  | E-mail: paper@kms.or.kr   | Powered by INFOrang Co., Ltd