A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (Q2165735)
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| Language | Label | Description | Also known as |
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| English | A note on the cluster set of the law of the iterated logarithm under sub-linear expectations |
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A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (English)
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22 August 2022
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The main result of the present paper is a law of the iterated logarithm for a sequence of independent and identically distributed random variables in a sub-linear expectation space, with upper capacity. The proof proceeds via a self-normalized law of the iterated logarithm and versions of a Borel-Cantelli lemma for this setting.
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sub-linear expectation
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capacity
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compact law of the iterated logarithm
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