Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations

Abstract

In this paper, we establish the complete convergence and complete integral convergence for arrays of row-wise extended independent random variables under sub-linear expectation space with some conditions. At the same time we extend some complete convergence and complete integral convergence theorems from the classical probability space to the sub-linear expectation space. The results generalize corresponding results obtained by Wu et al. (2017).

Keywords:

• sub-linear expectation
• extended independent random variables
• complete convergence
• complete integral convergence

2000 MSC:

• 60F15

Acknowledgments

The authors are thankful to the editor and anonymous referees for their helpful comments and suggestions.

Additional information

Funding

Supported by the National Science Foundation of China (11661029) and the Support Program of the Guangxi China Science Foundation (2018GXNSFAA281011).