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

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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.

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.

참고문헌 (29)

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