Journal of the
Korean Mathematical Society JKMS

In this paper, we establish complete convergence for sequen\-ces 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 this 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

Supported by: Supported by the National Natural Science Foundation of China (11671012, 11871072), the Natural Science Foundation of Anhui Province (1908085QA01), the Provincial Natural Science Research Project of Anhui Colleges (KJ2019A0003) and the Scientific Research Foundation Funded Project of Chuzhou University (2018qd01)