On the Hartman–Wintner law of the iterated logarithm under sublinear expectation

DOI10.1080/03610926.2022.2026394OpenAlexW4206790075MaRDI QIDQ6164692

Xiaofan Guo, Shan Li, Xinpeng Li

Publication date: 28 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2026394

zbMATH Keywords

law of the iterated logarithmmartingalesublinear expectationpseudo-independence

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations

Cites Work

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• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• On the laws of large numbers for pseudo-independent random variables under sublinear expectation
• Law of large numbers and central limit theorem under nonlinear expectations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales

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