Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space-Reference-Cited by-同舟云学术

Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space

Published:2023-08-13 Issue:16 Volume:11 Page:3494
ISSN:2227-7390
Container-title:Mathematics
language:en
Short-container-title:Mathematics

Author:

Sun Peiyu¹²,Wang Dehui³,Tan Xili²

Affiliation:

1. School of Mathematics, Jilin University, Changchun 130012, China

2. School of Mathematics and Statistics, Beihua University, Jilin 132013, China

3. School of Mathematics and Statistics, Liaoning University, Shenyang 110031, China

Abstract

We investigate the complete convergence for weighted sums of sequences of negative dependence (ND) random variables and p-th moment convergence for weighted sums of sequences of ND random variables under sublinear expectation space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete convergence for weighted sums of sequences of ND random variables and p-th moment convergence for weighted sums of sequences of ND random variables under sublinear expectation space.

Funder

Department of Science and Technology of Jilin Province

Natural Science Foundation of Jilin Province

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2227-7390/11/16/3494/pdf

Reference25 articles.

1. Backward SDE and related G-Expectation;Peng;Pitman Res. Notes Math. Ser.,1997

2. Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer type;Peng;Probab. Theory Relat. Fields,1999

3. A theoretical framework for the pricing of contingent claims in the presence of model uncertainty;Denis;Ann. Appl. Probab.,2006

4. Expected utility with purely subjective non-additive probabilities;Gilboa;J. Math. Econ.,1987

5. Limit laws for non-additive probabilities and their frequentist interpretation;Marinacci;J. Econ. Theory,1999