Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations
Suppose that $ \{a_i, -\infty < i < \infty\} $ is an absolutely summable set of real numbers, $ \{Y_i, -\infty < i < \infty\} $ is a subset of identically distributed, negatively dependent random variables under sub-linear expectations. Here, we get complete convergence a...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-05-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023871?viewType=HTML |
| _version_ | 1827938035071713280 |
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| author | Mingzhou Xu |
| author_facet | Mingzhou Xu |
| author_sort | Mingzhou Xu |
| collection | DOAJ |
| description | Suppose that $ \{a_i, -\infty < i < \infty\} $ is an absolutely summable set of real numbers, $ \{Y_i, -\infty < i < \infty\} $ is a subset of identically distributed, negatively dependent random variables under sub-linear expectations. Here, we get complete convergence and Marcinkiewicz-Zygmund strong law of large numbers for the partial sums of moving average processes $ \{X_n = \sum_{i = -\infty}^{\infty}a_{i}Y_{i+n}, n\ge 1\} $ produced by $ \{Y_i, -\infty < i < \infty\} $ of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the relevant results in probability space. |
| first_indexed | 2024-03-13T08:34:08Z |
| format | Article |
| id | doaj.art-978f19eb978149b08490d807ebb7a7f6 |
| institution | Directory Open Access Journal |
| issn | 2473-6988 |
| language | English |
| last_indexed | 2024-03-13T08:34:08Z |
| publishDate | 2023-05-01 |
| publisher | AIMS Press |
| record_format | Article |
| series | AIMS Mathematics |
| spelling | doaj.art-978f19eb978149b08490d807ebb7a7f62023-05-31T00:59:46ZengAIMS PressAIMS Mathematics2473-69882023-05-0187170671708010.3934/math.2023871Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectationsMingzhou Xu0School of Information Engineering, Jingdezhen Ceramic University, Jingdezhen, 333403, ChinaSuppose that $ \{a_i, -\infty < i < \infty\} $ is an absolutely summable set of real numbers, $ \{Y_i, -\infty < i < \infty\} $ is a subset of identically distributed, negatively dependent random variables under sub-linear expectations. Here, we get complete convergence and Marcinkiewicz-Zygmund strong law of large numbers for the partial sums of moving average processes $ \{X_n = \sum_{i = -\infty}^{\infty}a_{i}Y_{i+n}, n\ge 1\} $ produced by $ \{Y_i, -\infty < i < \infty\} $ of identically distributed, negatively dependent random variables under sub-linear expectations, complementing the relevant results in probability space. https://www.aimspress.com/article/doi/10.3934/math.2023871?viewType=HTMLcomplete moment convergencecomplete convergencenegatively dependent random variablessub-linear expectations |
| spellingShingle | Mingzhou Xu Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations AIMS Mathematics complete moment convergence complete convergence negatively dependent random variables sub-linear expectations |
| title | Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations |
| title_full | Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations |
| title_fullStr | Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations |
| title_full_unstemmed | Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations |
| title_short | Complete convergence of moving average processes produced by negatively dependent random variables under sub-linear expectations |
| title_sort | complete convergence of moving average processes produced by negatively dependent random variables under sub linear expectations |
| topic | complete moment convergence complete convergence negatively dependent random variables sub-linear expectations |
| url | https://www.aimspress.com/article/doi/10.3934/math.2023871?viewType=HTML |
| work_keys_str_mv | AT mingzhouxu completeconvergenceofmovingaverageprocessesproducedbynegativelydependentrandomvariablesundersublinearexpectations |