Complete convergence of i.i.d.random variables under sublinear expectations
In probability space,the expected sum of random variables is equal to the expected sum of random variables,while in sublinear expectation space,the expected sum of random variables is no longer equal to the expected sum of random variables.The results in classical probability space cannot be directly applied to sublinear expectation space.By studying the independent and identically(i.i.d.)an random variables{X,Xn,n≥1}in a sublinear expected space,under the condition of 0<an/n↑ and the an strengthened condition 0<an/n↑∞,in which{an,n≥1}is a sequence of increasing positive constants,we extend the results in probability space to sublinear expected space.