Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations

MIngzhou Xu; Kun Cheng

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arXiv · 2109.08464

Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations

MIngzhou Xu·Kun Cheng

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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).

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BibTeX RIS

MIngzhou Xu, Kun Cheng. 2021-09-17. Equivalent conditions of complete $p$-th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations. https://arxiv.org/abs/2109.08464

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