A law of the iterated logarithm under sublinear expectations-Reference-Cited by-同舟云学术

A law of the iterated logarithm under sublinear expectations

Published:2014-06 Issue:02 Volume:01 Page:1450015
ISSN:2345-7686
Container-title:Journal of Financial Engineering
language:en
Short-container-title:J. Finan. Eng.

Author:

Chen Zengjing¹,Hu Feng²

Affiliation:

1. School of Mathematics, Shandong University, Jinan 250100, P. R. China

2. School of Mathematical Sciences, Qufu Normal University, Qufu 273165, P. R. China

Abstract

In this paper, with the notion of independent and identically distributed (IID) random variables under sublinear expectations initiated by Peng, we develop a law of the iterated logarithm (LIL) for capacities. It turns out that our theorem is a natural extension of the Kolmogorov and the Hartman–Wintner LIL.

Publisher

World Scientific Pub Co Pte Lt

Subject

General Medicine

Link

https://www.worldscientific.com/doi/pdf/10.1142/S2345768614500159

Reference16 articles.

1. Theory of capacities

2. A New Proof of the Hartman-Wintner Law of the Iterated Logarithm

3. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

4. On the Law of the Iterated Logarithm

5. Moment bounds for IID sequences under sublinear expectations

Cited by 50 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications;Statistics;2024-09-11

2. On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications;Stochastic Models;2024-08-18

3. A general law of the iterated logarithm for non-additive probabilities;Results in Applied Mathematics;2024-08

4. Strong Limit Theorems for Weighted Sums under the Sub-linear Expectations;Acta Mathematicae Applicatae Sinica, English Series;2024-06-05

5. Complete convergence for weighted sums of widely negative orthant dependent random variables under the sub-linear expectations;Communications in Statistics - Theory and Methods;2024-02-21