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arXiv:2202.12580 [math.PR]AbstractReferencesReviewsResources

A note on the cluster set of the law of the iterated logarithm under sub-linear expectations

Li-Xin Zhang

Published 2022-02-25Version 1

In this note, we establish a compact law of the iterated logarithm under the upper capacity for independent and identically distributed random variables in a sub-linear expectation space. For showing the result, a self-normalized law of the iterated logarithm is established.

Comments: arXiv admin note: text overlap with arXiv:2109.13083, arXiv:2103.01390
Categories: math.PR
Subjects: 60F15, 60F05
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