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Complete convergence theorem for negatively dependent random variables under sub-linear expectations

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Abstract Under the condition that the Choquet integral exists, we study the complete convergence theorem for negatively dependent random variables under sub-linear expectation space. Two general complete convergence theorems under… Click to show full abstract

Abstract Under the condition that the Choquet integral exists, we study the complete convergence theorem for negatively dependent random variables under sub-linear expectation space. Two general complete convergence theorems under sub-linear expectation space are obtained, where the coefficient of weighted sum is the general function. This paper not only extends the complete convergence theorem in the traditional probability space to the sub-linear expectation space, but also extends the coefficient of weighted sum as a general function.

Keywords: complete convergence; sub linear; negatively dependent; convergence theorem; theorem negatively

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2020

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