Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2020; 57(6): 1485-1508

Published online November 1, 2020 https://doi.org/10.4134/JKMS.j190756

Copyright © The Korean Mathematical Society.

Complete $f$-moment convergence for extended negatively dependent random variables under sub-linear expectations

Chao Lu, Rui Wang, Xuejun Wang, Yi Wu

Anhui University; Anhui University; Anhui University; Anhui University

Abstract

In this paper, we investigate the complete $f$-moment convergence for extended negatively dependent (END, for short) random variables under sub-linear expectations. We extend some results on complete $f$-moment convergence from the classical probability space to the sub-linear expectation space. As applications, we present some corollaries on complete moment convergence for END random variables under sub-linear expectations.

Keywords: END random variables, complete convergence, complete moment convergence, complete $f$-moment convergence, sub-linear expectations

MSC numbers: 60F15

Supported by: Supported by the National Natural Science Foundation of China (11671012, 11871072, 11701004, 11701005), the Natural Science Foundation of Anhui Province (1808085QA03, 1908085QA01, 1908085QA07), the Provincial Natural Science Research Project of Anhui Colleges (KJ2019A0001, KJ2019A0003) and the Project on Reserve Candidates for Academic and Technical Leaders of Anhui Province (2017H123)