Geodesic
Marcinkiewicz strong laws for weighted sums under the sub-linear expectations
Filomat, Tome 37 (2023) no. 23, p. 7881

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DOI

In this article, we establish complete convergence theorems for weighted sums in sub-linear expectations space. As corollaries, we obtain Marcinkiewicz strong laws for weighted sums under the sub-linear expectations. Our results extend and improve the corresponding results of Bai and Cheng (Statist. Probab. Lett. 46: 105-112, 2000) and Cuzick (J. Theoret. Probab. 8: 625-641, 1995) from classical probability space to sub-linear expectation space.
DOI : 10.2298/FIL2323881F
Classification : 60F15
Keywords: Marcinkiewicz strong laws, complete convergence, weighted sums, sub-linear expectation 
Fengxiang Feng; Xiang Zeng. Marcinkiewicz strong laws for weighted sums under the sub-linear expectations. Filomat, Tome 37 (2023) no. 23, p. 7881 . doi: 10.2298/FIL2323881F
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     title = {Marcinkiewicz strong laws for weighted sums under the sub-linear expectations},
     journal = {Filomat},
     pages = {7881 },
     year = {2023},
     volume = {37},
     number = {23},
     doi = {10.2298/FIL2323881F},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.2298/FIL2323881F/}
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