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次线性期望下宽相依随机变量的完全f-矩收敛性
Complete f-Moment Convergence for Widely Orthant Dependent Random Variables under Sub-Linear Expectations
【摘要】 基于次线性期望下宽相依(WOD)随机变量的完全f-矩收敛性,强调了WOD随机变量在解决实际问题中的重要性。与完全矩收敛相比,完全f-矩收敛具有更强的性质。通过引入次线性期望的概念,运用了次线性期望空间下的一系列性质,结合新的容度不等式及证明方法,将完全f-矩收敛定理从传统的经典概率空间推广到了更为广阔的次线性期望空间。
【Abstract】 This paper focuses on the complete f-moment convergence of widely orthant dependent(WOD)random variables under sub-linear expectations,emphasizing the significance of WOD random variables in addressing real-world issues. In comparison to complete moment convergence,complete f-moment convergence exhibits stronger properties. By introducing the concept of sub-linear expectations,this paper employs a series of properties within the sub-linear expectation space,integrating new capacity inequalities and proof methodologies. Consequently,the theorem of complete f-moment convergence has been extended from the conventional classical probability space to the broader domain of sub-linear expectation space.
【Key words】 sub-linear expectation; widely orthant dependent random variable; complete f-moment convergence;
- 【文献出处】 内蒙古民族大学学报(自然科学版) ,Journal of Inner Mongolia Minzu University(Natural Sciences) , 编辑部邮箱 ,2024年02期
- 【分类号】O211.5
- 【下载频次】12