{
  "id": "2403.19209",
  "version": "v1",
  "published": "2024-03-28T08:18:58.000Z",
  "updated": "2024-03-28T08:18:58.000Z",
  "title": "Note on the complete moment convergence for moving average process of a class of random variables under sub-linear expectations",
  "authors": [
    "Mingzhou Xu"
  ],
  "comment": "On March 30, 2023 submitted to \"Mathematica Applicata\". 15 pages. arXiv admin note: text overlap with arXiv:2403.18304",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2024-03-28T08:18:58.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F15",
      "60F05"
    ],
    "keywords": [
      "complete moment convergence",
      "moving average process",
      "sub-linear expectation spaces",
      "negatively dependent random variables",
      "proper conditions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}