Click here to flash read.
arXiv:2403.18304v1 Announce Type: new
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 $\{Y_i,-\infty<\infty\}$ 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 $\{a_i,-\infty<\infty\}$ is an absolutely summable sequence of real numbers. The results extend the relevant results in probability space to those under sub-linear expectations.
Click here to read this post out
ID: 806906; Unique Viewers: 0
Unique Voters: 0
Total Votes: 0
Votes:
Latest Change: March 28, 2024, 7:32 a.m.
Changes:
Dictionaries:
Words:
Spaces:
Views: 8
CC:
No creative common's license
No creative common's license
Comments: