摘要
研究了次线性期望空间下随机变量序列的完全收敛性,利用广义负相依序列的性质,在随机变量的λ经典概率空间中独立序列的结果.
The complete convergence of sequences of random variables under sublinear expectation was studied. Using the properties of extended negatively dependent(ND) sequences, under the condition that the λ-order Choquet integrals of the random variable are finite, the complete convergence of the weighted sums for extended ND sequences under a sublinear expectation was proved. The results generalize and improve the results of independent sequences in the classical probability space.
作者
费丹丹
付宗魁
FEI Dandan;FU Zongkui(School of Mathematics and Statistics,Xinyang College,Xinyang,Henan 464000,China)
出处
《华东师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2023年第2期17-25,共9页
Journal of East China Normal University(Natural Science)
基金
河南省高等学校重点科研项目(21B110006)
河南省高等学校青年骨干教师培养计划(2018GGJS198)
信阳学院校级一般项目(2019-XJLYB-003,2020-XJLYB-003)。
关键词
次线性期望空间
广义负相依序列
完全收敛性
sublinear expectation
extended negatively dependent sequence
complete convergence