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Convergence for sums of i. i. d. random variables under sublinear expectations

Published 21 Apr 2021 in math.PR | (2104.10430v2)

Abstract: In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the Baum-Katz type results for the maximum for partial weighted sums of independent, identically distributed random variables are established under sublinear expectations space. The results obtained in the article are the extensions of the equivalent conditions of complete moment convergence of the maximum under classical linear expectation space.

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