Abstract
Let {X,Xn; n ? 0} be a sequence of independent and identically distributed random variables in a sub-linear expectation space (?,H,?). We establish a complete convergence theorem of the maximum of partial sums max1?j?n |?j i=1 Xi| under optimal moment condition in a sub-linear expectation space. Our result generalizes and improves the corresponding results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.