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Complete Convergence for Weighted Sums of Widely Acceptable Random Variables under Sublinear Expectations

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  • Rong Hu
  • Qunying Wu
  • Fabio Tramontana

Abstract

Using different methods than the probability space, under the condition that the Choquet integral exists, we study the complete convergence theorem for weighted sums of widely acceptable random variables under sublinear expectation space. We proved corresponding theorem which was extended to the sublinear expectations’ space from the probability space, and similar results were obtained.

Suggested Citation

  • Rong Hu & Qunying Wu & Fabio Tramontana, 2021. "Complete Convergence for Weighted Sums of Widely Acceptable Random Variables under Sublinear Expectations," Discrete Dynamics in Nature and Society, Hindawi, vol. 2021, pages 1-10, May.
    • Handle: RePEc:hin:jnddns:5526609
    DOI: 10.1155/2021/5526609
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