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Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations

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  • Li Wang
  • Qunying Wu

Abstract

In this article, we establish some results on the complete convergence and complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations, which extend some complete moment convergence theorems from the classical probability space to the situation of sub-linear expectation space.

Suggested Citation

  • Li Wang & Qunying Wu, 2023. "Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 52(24), pages 8763-8784, December.
    • Handle: RePEc:taf:lstaxx:v:52:y:2023:i:24:p:8763-8784
    DOI: 10.1080/03610926.2022.2071448
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