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Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations (2109.08464v2)
Published 17 Sep 2021 in math.PR
Abstract: We investigate the complete $p$-th moment convergence for weighted sums of independent, identically distributed random variables under sublinear expectations space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete $p$-th moment convergence of weighted sums of independent, identically distributed random variables under sublinear expectations space, which complement the corresponding results obtained in Guo and Shan (2020).