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Precise Asymptotics for Complete Integral Convergence under Sublinear Expectations

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  • Qunying Wu

Abstract

The aim of this paper is to study and establish the precise asymptotics for complete integral convergence theorems under a sublinear expectation space. As applications, the precise asymptotics for order complete integral convergence theorems have been generalized to the sublinear expectation space context. We extend some precise asymptotics for complete moment convergence theorems from the traditional probability space to the sublinear expectation space. Our results generalize corresponding results obtained by Liu and Lin (2006). There is no report on the precise asymptotics under sublinear expectation, and we provide the method to study this subject.

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  • Qunying Wu, 2020. "Precise Asymptotics for Complete Integral Convergence under Sublinear Expectations," Mathematical Problems in Engineering, Hindawi, vol. 2020, pages 1-13, May.
    • Handle: RePEc:hin:jnlmpe:3145935
    DOI: 10.1155/2020/3145935
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    Cited by:

    1. Xu, Mingzhou & Cheng, Kun, 2022. "How small are the increments of G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 186(C).

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