Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space

Abstract

We investigate the complete convergence for weighted sums of sequences of negative dependence (ND) random variables and p-th moment convergence for weighted sums of sequences of ND random variables under sublinear expectation space. Using moment inequality and truncation methods, we prove the equivalent conditions of complete convergence for weighted sums of sequences of ND random variables and p-th moment convergence for weighted sums of sequences of ND random variables under sublinear expectation space.

Keywords

• complete convergence
• ND random variables
• sublinear expectation space