Strong convergence for weighted sums of general normalizing dependent random variables under sublinear expectations

W. Wang, Y. Wu

School of Big Data and Articial Intelligence, Chizhou University, Chizhou, P. R. China

Abstract: In this work, by using the von Bahr–Esseen type inequality and Rosenthal type inequality for extended negatively dependent random variables under sublinear expectations, some results on complete convergence for weighted sums of general normalizing extended negatively dependent random variables are established. The results extend some corresponding results in the classical probability space to sublinear expectation space.

Keywords: von Bahr–Esseen type inequality, Rosenthal type inequality, complete convergence, weighted sums, extended negatively dependent random variables.

MSC: 60F15

Received: 01.07.2024
Accepted: 15.02.2025

DOI: 10.4213/tvp5731

 English version: Theory of Probability and its Applications, 2025, 70:2, 301–315

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