On the laws of the iterated logarithm under sub-linear expectations

DOI10.3934/puqr.2021020zbMath1491.60047arXiv2103.01390OpenAlexW4205775424MaRDI QIDQ2671655

Yanyan Li

Publication date: 3 June 2022

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.01390

zbMATH Keywords

capacitysub-linear expectationlaws of the iterated logarithmKolmogorov's exponential inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Related Items (7)

The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation ⋮ A note on the cluster set of the law of the iterated logarithm under sub-linear expectations ⋮ On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations ⋮ The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations ⋮ Limit theorems for delayed sums under sublinear expectation ⋮ Baum-Katz-type complete and complete moment convergence theorems for the maximum of partial sums under sub-linear expectations ⋮ Unnamed Item

Cites Work

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• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
• A hypothesis-testing perspective on the \(G\)-normal distribution theory
• A general law of iterated logarithm
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• A converse to the law of the iterated logarithm
• Probability Inequalities for Sums of Independent Random Variables

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