Precise asymptotics for a new kind of complete moment convergence

2006 ◽  
Vol 76 (16) ◽  
pp. 1787-1799 ◽  
Author(s):  
Weidong Liu ◽  
Zhengyan Lin
Keyword(s):  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Moment Convergence

scholarly journals Precise Asymptotics for Complete Integral Convergence under Sublinear Expectations

2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Qunying Wu
Keyword(s):  
Probability Space ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Convergence Theorems ◽  
Sublinear Expectation ◽  
Moment Convergence

The aim of this paper is to study and establish the precise asymptotics for complete integral convergence theorems under a sublinear expectation space. As applications, the precise asymptotics for p0≤p≤2 order complete integral convergence theorems have been generalized to the sublinear expectation space context. We extend some precise asymptotics for complete moment convergence theorems from the traditional probability space to the sublinear expectation space. Our results generalize corresponding results obtained by Liu and Lin (2006). There is no report on the precise asymptotics under sublinear expectation, and we provide the method to study this subject.

scholarly journals Convergence rates in precise asymptotics for a kind of complete moment convergence

2017 ◽  
Vol 17 (02) ◽  
pp. 1750015
Author(s):  
Lingtao Kong ◽  
Hongshuai Dai
Keyword(s):  
Complete Convergence ◽  
Convergence Rates ◽  
Complete Moment Convergence ◽  
Precise Asymptotics ◽  
Moment Convergence ◽  
Special Case

Liu and Lin (Statist. Probab. Lett. 2006) introduced a kind of complete moment convergence which includes complete convergence as a special case. In this paper, we study the convergence rates of the precise asymptotics for complete moment convergence introduced by Liu and Lin (2006) and get the corresponding convergence rates.

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