Limiting Behaviors for Weighted Sums of Residually $h$-Integrable Random Variables under Sublinear Expectations
This paper investigates the weak law of large numbers, complete convergence for weighted sums of residually $h$-integrable extended negatively dependent random variables (r.v.'s), and complete integral convergence for weighted sums of strongly residually $h$-integrable extended negatively dependent r.v.'s under sublinear expectations. The results obtained in the paper markedly improve and extend some existing ones in the probability space and sublinear expectation space.
Authors
- Yi Wu (ORCID: https://orcid.org/0000-0001-5704-2111)
- Xuejun Wang (ORCID: https://orcid.org/0000-0001-9267-1343)
Publication Details
- Journal
- Theory of Probability and Its Applications
- Published
- 2025-05-01
- DOI
- https://doi.org/10.1137/s0040585x97t992264
- Primary Topic
- Probability and Risk Models
- Type
- article
- Field-Weighted Citation Impact
- 0.00