A note on the cluster set of the law of the iterated logarithm under sub-linear expectations
| Autor: | Zhang, Li-Xin |
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| Rok vydání: | 2022 |
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| Druh dokumentu: | Working Paper |
| Popis: | 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. Comment: arXiv admin note: text overlap with arXiv:2109.13083, arXiv:2103.01390 |
| Databáze: | arXiv |
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