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Mathematics > Probability

Title: Complete moment convergence of moving average processes for $m$-widely acceptable sequence under sub-linear expectations

Abstract: In this article, the complete moment convergence for the partial sum of moving average processes $\{X_n=\sum_{i=-\infty}^{\infty}a_iY_{i+n},n\ge 1\}$ is estabished under some proper conditions, where $\{Y_i,-\infty<i<\infty\}$ is a sequence of $m$-widely acceptable ($m$-WA) random variables, which is stochastically dominated by a random variable $Y$ in sub-linear expectations space $(\Omega,\HH,\ee)$ and $\{a_i,-\infty<i<\infty\}$ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.
Comments: 16 pages,submitted to Journal of Inequalities and Applications
Subjects: Probability (math.PR)
MSC classes: 60F15, 60F05
Cite as: arXiv:2403.18304 [math.PR]
  (or arXiv:2403.18304v1 [math.PR] for this version)

Submission history

From: Mingzhou Xu [view email]
[v1] Wed, 27 Mar 2024 06:59:20 GMT (12kb)

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