Affiliation:
1. College of Science, Guilin University of Technology, Guilin, China + Guangxi Colleges and Universities Key Laboratory of Applied Statistics, Guilin, China
Abstract
In this article, we establish complete convergence theorems for weighted sums
in sub-linear expectations space. As corollaries, we obtain Marcinkiewicz
strong laws for weighted sums under the sublinear expectations. Our results
extend and improve the corresponding results of Bai and Cheng (Statist.
Probab. Lett. 46: 105-112, 2000) and Cuzick (J. Theoret. Probab. 8: 625-641,
1995) from classical probability space to sub-linear expectation space.
Publisher
National Library of Serbia