次线性期望下加权和的强极限定理

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2024-06-05 DOI:10.1007/s10255-024-1127-2

Feng-xiang Feng, Ding-cheng Wang, Qun-ying Wu, Hai-wu Huang

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引用次数: 0

摘要

本文研究了亚线性期望下扩展负相关随机变量加权和的强极限定理。我们建立了亚线性期望下扩展负相关随机变量加权和的一般强律和完全收敛定理。我们的强极限定理结果比 Thrum (1987)、Li 等人 (1995) 和 Wu (2010) 以前在经典概率空间中得到的一些相关结果更为普遍。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Strong Limit Theorems for Weighted Sums under the Sub-linear Expectations

In this article, we study strong limit theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. We establish general strong law and complete convergence theorems for weighted sums of extended negatively dependent random variables under the sub-linear expectations. Our results of strong limit theorems are more general than some related results previously obtained by Thrum (1987), Li et al. (1995) and Wu (2010) in classical probability space.

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来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.