Geodesic
Convergence of series and almost sure convergence for weighted random variables under sub-linear expectations
Filomat, Tome 37 (2023) no. 2, p. 615

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DOI

In this paper, convergence of series and almost sure convergence are established for weighted random variables under a sub-linear expectation space. Our results are very extensive versions which contain the related convergence of series and almost sure convergence for sequences of random variables and so on, and are extensions and improvements of classical convergence of series and almost sure convergence from the traditional probability space to the sub-linear expectation space.
DOI : 10.2298/FIL2302615W
Classification : 62J02
Keywords: Sub-linear expectation, Sequence of weighted random variables, Convergence of series, Almost sure convergence 
Qunying Wu. Convergence of series and almost sure convergence for weighted random variables under sub-linear expectations. Filomat, Tome 37 (2023) no. 2, p. 615 . doi: 10.2298/FIL2302615W
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     author = {Qunying Wu},
     title = {Convergence of series and almost sure convergence for weighted random variables under sub-linear expectations},
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     year = {2023},
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     doi = {10.2298/FIL2302615W},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2302615W/}
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