{ "id": "2202.12580", "version": "v1", "published": "2022-02-25T09:39:08.000Z", "updated": "2022-02-25T09:39:08.000Z", "title": "A note on the cluster set of the law of the iterated logarithm under sub-linear expectations", "authors": [ "Li-Xin Zhang" ], "comment": "arXiv admin note: text overlap with arXiv:2109.13083, arXiv:2103.01390", "categories": [ "math.PR" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2022-02-25T09:39:08.000Z" } ], "analyses": { "subjects": [ "60F15", "60F05" ], "keywords": [ "iterated logarithm", "cluster set", "sub-linear expectation space", "compact law", "identically distributed random variables" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }