JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2022, Vol. 57 ›› Issue (10): 79-87.doi: 10.6040/j.issn.1671-9352.0.2021.780

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Complete convergence of weighted sums for END sequence under sub-linear expectation space

JIA Cheng-cheng, WU Qun-ying*   

  1. College of Science, Guilin University of Technology, Guilin 541004, Guangxi, China
  • Published:2022-10-06

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Abstract: Using the exponential inequality in the sub-linear expectation space as a research tool, under the condition of 1/α+1/β=1/p, C(-overV)(|X|rp)<∞, according to this exponential inequality, the complete convergence of the weighted sum of random variable sequences in the traditional probability space is extended to the sublinear expectation space.

Key words: sub-linear expectation space, complete convergence, END sequence

CLC Number: 

  • O211.4
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