Strassen's Law of the Iterated Logarithm under Sub-linear Expectations

被引：0

作者：

Gu, Wangyun ^{[1
]}

Zhang, Lixin ^{[1
,2
]}

机构：

[1] Zhejiang Univ, Sch Math Sci, Hangzhou 310027, Peoples R China

[2] Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou 310018, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2025年

关键词：

Sub-linear expectation; capacity; Strassen's law of the iterated logarithm; INVARIANCE-PRINCIPLE;

D O I：

10.1007/s10114-025-2759-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We establish the Strassen's law of the iterated logarithm (LIL for short) for independent and identically distributed random variables with (E) over cap [X1]=(epsilon) over cap [X-1]=0 and C-V[X-1(2)]<infinity under a sub-linear expectation space with a countably sub-additive capacity V. We also show the LIL for upper capacity with sigma=<(sigma)over bar>under some certain conditions.

引用

页码：827 / 846

页数：20

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