<p>By Rosenthal’s inequality for negatively dependent random variables under sub-linear expectations, we study complete moment convergence and integral convergence for NA dependent random variables. The results in the paper extend some convergence properties under independent assumption from probability space to the sub-linear expectation space.</p>

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Complete moment convergence and integral convergence of NA random variables equivalence conditions under sub-linear expectations

  • Zhenyu Xie,
  • Wei Wang

摘要

By Rosenthal’s inequality for negatively dependent random variables under sub-linear expectations, we study complete moment convergence and integral convergence for NA dependent random variables. The results in the paper extend some convergence properties under independent assumption from probability space to the sub-linear expectation space.