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

Abstract

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

• Negatively dependent random variables
• Linear processes
• Complete convergence
• Complete moment convergence
• Sub-linear expectation