Corpus ID: 237940367

On the laws of the iterated logarithm under the sub-linear expectations without the assumption on the continuity of capacities

@inproceedings{Zhang2021OnTL,
  title={On the laws of the iterated logarithm under the sub-linear expectations without the assumption on the continuity of capacities},
  author={Li-Xin Zhang},
  year={2021}
}
  • Li-Xin Zhang
  • Published 24 September 2021
  • Mathematics
In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential inequalities for the maximum sum of independent random variables and Kolmogorov’s converse exponential inequalities are established as tools for showing the law of the iterated logarithm. As an application, the sufficient and necessary conditions of the law of… Expand

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