Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations

In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under indep...

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Main Authors: Xiaocong Chen, Qunying Wu
Format: Article
Language:English
Published: AIMS Press 2022-03-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2022540?viewType=HTML
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author Xiaocong Chen
Qunying Wu
author_facet Xiaocong Chen
Qunying Wu
author_sort Xiaocong Chen
collection DOAJ
description In this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under independent assumption from probability space to the sub-linear expectation space.
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spelling doaj.art-201ae8957e5d4665a03a902d8308c46c2022-12-21T21:10:21ZengAIMS PressAIMS Mathematics2473-69882022-03-01769694971510.3934/math.2022540Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectationsXiaocong Chen0Qunying Wu1College of Science, Guilin University of Technology, Guilin 541006, ChinaCollege of Science, Guilin University of Technology, Guilin 541006, ChinaIn this paper, we establish the complete convergence and complete integral convergence of partial sums for moving average process based on independent random variables under the sub-linear expectations. The results in the paper extend some convergence properties of moving average process under independent assumption from probability space to the sub-linear expectation space.https://www.aimspress.com/article/doi/10.3934/math.2022540?viewType=HTMLmoving average processcomplete integral convergencecomplete convergenceindependent random variablessub-linear expectation
spellingShingle Xiaocong Chen
Qunying Wu
Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
AIMS Mathematics
moving average process
complete integral convergence
complete convergence
independent random variables
sub-linear expectation
title Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
title_full Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
title_fullStr Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
title_full_unstemmed Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
title_short Complete convergence and complete integral convergence of partial sums for moving average process under sub-linear expectations
title_sort complete convergence and complete integral convergence of partial sums for moving average process under sub linear expectations
topic moving average process
complete integral convergence
complete convergence
independent random variables
sub-linear expectation
url https://www.aimspress.com/article/doi/10.3934/math.2022540?viewType=HTML
work_keys_str_mv AT xiaocongchen completeconvergenceandcompleteintegralconvergenceofpartialsumsformovingaverageprocessundersublinearexpectations
AT qunyingwu completeconvergenceandcompleteintegralconvergenceofpartialsumsformovingaverageprocessundersublinearexpectations