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On complete convergence for extended independent random variables under sub-linear expectations

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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.

Abstract

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.

참고문헌 (26)

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