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Equivalent conditions of complete convergence for weighted sums of sequences of i. i. d. random variables under sublinear expectations (2108.12085v1)

Published 27 Aug 2021 in math.PR

Abstract: The complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space was studied. By moment inequality and truncation methods, we establish the equivalent conditions of complete convergence for weighted sums of sequences of independent, identically distributed random variables under sublinear expectations space. The results extend the corresponding results obtained by Guo (2012) to those for sequences of independent, identically distributed random variables under sublinear expectations space.

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