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Complete convergence theorem for negatively dependent random variables under sub-linear expectations
Communications in Statistics - Theory and Methods ( IF 0.6 ) Pub Date : 2020-07-14 , DOI: 10.1080/03610926.2020.1790603
Binxia Chen 1 , Qunying Wu 1
Affiliation  

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.



中文翻译:

次线性期望下负相关随机变量的完全收敛定理

摘要

在Choquet积分存在的条件下,研究了负相关随机变量在次线性期望空间下的完全收敛定理。得到了亚线性期望空间下的两个一般完全收敛定理,其中加权和的系数为一般函数。本文不仅将传统概率空间中的完全收敛定理扩展到次线性期望空间,而且将加权和的系数扩展为一般函数。

更新日期:2020-07-14
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