Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

  • Deng, Xin (School of Mathematics and Finance Chuzhou University) ;
  • Wang, Xuejun (School of Mathematical Sciences Anhui University)
  • Received : 2019.01.31
  • Accepted : 2020.02.11
  • Published : 2020.05.01
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Abstract

In this paper, we establish complete convergence for sequences of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz [1] and Hu and Taylor [11] from classical probability space to sub-linear expectation space.

Keywords

Acknowledgement

Supported by : National Natural Science Foundation of China, Natural Science Foundation of Anhui Province, Chuzhou University

Supported by the National Natural Science Foundation of China (11671012, 11871072), the Natural Science Foundation of Anhui Province (1908085QA01), the Provincial Natural Science Research Project of Anhui Colleges (KJ2019A0003) and the Scientific Research Foundation Funded Project of Chuzhou University (2018qd01).

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