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.
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页码：827 / 846
页数：20
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