Abstract:
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.
Keywords:
weak law of large numbers, complete convergence, complete integral convergence, residually $h$-integrable, extended negatively dependent, sublinear expectations.
Citation:
X. Wang, Y. Wu, “Limiting behaviors for weighted sums of residually $h$-integrable random variables under sublinear expectations”, Teor. Veroyatnost. i Primenen., 70:1 (2025), 136–154; Theory Probab. Appl., 70:1 (2025), 113–128