Complete convergence and strong law of large numbers for arrays of random variables under sublinear expectations. Issue 23 (1st December 2020)

• Record Type: Journal Article
• Authors: Lin, Yiwei; Feng, Xinwei
• Is Part Of: Communications in statistics. Volume 49:Issue 23(2020)
• Page Start: 5866
• Page End: 5882
• Publication Date: 2020-12-01
• Subjects: Sublinear expectation -- complete convergence -- strong law of large numbers -- widely negative dependence -- array of random variables; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2019.1625924
• Languages: English
• ISSNs: 0361-0926

Abstract

Abstract: In this article, complete convergence theorems are obtained for arrays of widely negative dependent random variables under sublinear expectations. We improve the corresponding results in probability space, and provide a new method to prove them. As an application, we obtain the strong law of large numbers for arrays of random variables under sublinear expectations.