Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866929293999734784 |
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| author | Xu, Mingzhou |
| author_facet | Xu, Mingzhou |
| contents | In this paper, the complete moment convergence for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is proved under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a doubly sequence of identically distributed, negatively dependent random variables under sub-linear expectations and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results established in sub-linear expectation spaces generalize the corresponding ones in probability space. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_19209 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations Xu, Mingzhou Probability 60F15, 60F05 In this paper, the complete moment convergence for the partial sums of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is proved under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a doubly sequence of identically distributed, negatively dependent random variables under sub-linear expectations and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results established in sub-linear expectation spaces generalize the corresponding ones in probability space. |
| title | Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations |
| topic | Probability 60F15, 60F05 |
| url | https://arxiv.org/abs/2403.19209 |