Geodesic
A complete convergence theorem of the maximum of partial sums under the sub-linear expectations
Filomat, Tome 36 (2022) no. 17, p. 5725

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DOI

Let {X, X n ; n ≥ 0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (Ω, H, E). We establish a complete convergence theorem of the maximum of partial sums max 1≤ j≤n j i=1 X i under optimal moment condition in a sub-linear expectation space. Our result generalizes and improves the corresponding results.
DOI : 10.2298/FIL2217725F
Classification : 60F15
Keywords: sub-linear expectation, complete convergence, the maximum of partial sums 
Fengxiang Feng; Xiang Zeng. A complete convergence theorem of the maximum of partial sums under the sub-linear expectations. Filomat, Tome 36 (2022) no. 17, p. 5725 . doi: 10.2298/FIL2217725F
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     title = {A complete convergence theorem of the maximum of partial sums under the sub-linear expectations},
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     doi = {10.2298/FIL2217725F},
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