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

Published 25 Feb 2022 in math.PR | (2202.12580v1)

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.

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Authors (1)

Li-Xin Zhang

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