A general law of the iterated logarithm for non-additive probabilities

DOI10.1016/j.rinam.2024.100475zbMath1548.6007MaRDI QIDQ6618274

Feng Hu, Miaomiao Gao, Zhaojun Zong

Publication date: 14 October 2024

Published in: Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

non-additive probabilitysublinear expectationnegatively dependentlaw of the iterated logarithm (LIL)non-identical distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Functional limit theorems; invariance principles (60F17) Financial markets (91G15)

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