ON COMPLETE CONVERGENCE FOR EXTENDED INDEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS

Abstract

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