Journal of Inequalities and Applications (May 2023)

Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations

  • Mingzhou Xu,
  • Kun Cheng,
  • Wangke Yu

DOI
https://doi.org/10.1186/s13660-023-02990-6
Journal volume & issue
Vol. 2023, no. 1
pp. 1 – 20

Abstract

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Abstract In this paper, we study the complete convergence and complete moment convergence of linear processes generated by negatively dependent random variables under sub-linear expectations. The obtained results complement the ones of Meng, Wang, and Wu (Commun. Stat., Theory Methods 52(9):2931–2945, 2023) in the case of negatively dependent random variables under sub-linear expectations.

Keywords