{
  "id": "1503.02845",
  "version": "v1",
  "published": "2015-03-10T10:10:39.000Z",
  "updated": "2015-03-10T10:10:39.000Z",
  "title": "Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm",
  "authors": [
    "Li-Xin Zhang"
  ],
  "comment": "29 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove a new Donsker's invariance principle for independent and identically distributed random variables under the sub-linear expectation. As applications, the small deviations and Chung's law of the iterated logarithm are obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-03-10T10:10:39.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F15",
      "60F05",
      "60H10",
      "60G48"
    ],
    "keywords": [
      "donskers invariance principle",
      "sub-linear expectation",
      "chungs law",
      "iterated logarithm",
      "application"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 29,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150302845Z"
    }
  }
}