On the laws of the iterated logarithm under sub-linear expectations (Q2671655)

In the paper the author proves the general forms of the law of iterated logarithm (LIL) for independent random variables in a sub-linear expectation space (see [\textit{S. Peng}, Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion. Berlin: Springer (2019; Zbl 1427.60004)]). As a corollary, sufficient and necessary conditions of the LIL for i.i.d. random variables are obtained. For the proof, the authors establish exponential inequalities for maximum sums of independent random variables (of Kolmogorov-type and Fuk-Nagaev-type) for upper and lower capacities as well as analog of Kolmogorov's converse exponential inequalities under the upper capacity. The author also studies the continuous property of capacities and its application for results of Borel-Cantelli-type.