Invariance principles for the law of the iterated logarithm under \(G\)-framework

DOI10.1007/s11425-015-5002-8zbMath1327.60087arXiv1105.0135OpenAlexW1967060049MaRDI QIDQ889816

Panyu Wu, Zeng-Jing Chen

Publication date: 9 November 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.0135

zbMATH Keywords

invariance principlelaw of iterated logarithm\(G\)-Brownian motionsublinear expectation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Related Items (6)

Stochastic differential equations for random matrices processes in the nonlinear framework ⋮ An invariance principle of strong law of large numbers under nonadditive probabilities ⋮ Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation ⋮ Optimal unbiased estimation for maximal distribution ⋮ Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation ⋮ Exponential inequalities under sub-linear expectations with applications to strong law of large numbers

Cites Work

• How big are the increments of \(G\)-Brownian motion?
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Strong invariance principles for partial sums of independent random vectors
• On the invariance principle for nonstationary mixingales
• A new maximal inequality and invariance principle for stationary sequences
• A new comparison theorem of multidimensional BSDEs
• A strong law of large numbers for non-additive probabilities
• Strong invariance principles for dependent random variables
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Invariance principles for dependent variables
• An invariance principle for the law of the iterated logarithm
• On the Law of the Iterated Logarithm
• Unnamed Item

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