Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations

DOI10.1155/2022/7566141zbMATH Open1497.60044OpenAlexW4296082387MaRDI QIDQ2676019FDOQ2676019

Authors: Ming Zhou Xu, Kun Cheng 

Publication date: 27 September 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/7566141

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
• Precise asymptotics in the law of the iterated logarithm.
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
• Strong laws of large numbers for sub-linear expectations
• Large deviations and moderate deviations for independent random variables under sublinear expectations
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• How big are the increments of \(G\)-Brownian motion?
• Precise rates in the law of the iterated logarithm for \(R/S\) statistics
• Some inequalities and limit theorems under sublinear expectations
• Convergence for sums of i.i.d. random variables under sublinear expectations
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation
• Precise rates in the generalized law of the iterated logarithm in \({\mathbb{R}}^m\)
• Precise rate in the law of iterated logarithm for \(\rho\)-mixing sequence
• Precise asymptotes in self-normalized sums of iterated logarithm for multidimensionally indexed random variables
• Precise rates in the law of iterated logarithm for the moment convergence of \(\varphi \)-mixing sequences
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
• Three series theorem for independent random variables under sub-linear expectations with applications
• Precise rates in the generalized law of the iterated logarithm
• Title not available (Why is that?)
• The convergence of the sums of independent random variables under the sub-linear expectations
• The law of logarithm for arrays of random variables under sub-linear expectations
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations
• Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
• Complete convergence for widely acceptable random variables under the sublinear expectations
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
• Heyde's theorem under the sub-linear expectations

Cited In (1)

• Precise asymptotics in the law of iterated logarithm for the first moment convergence of i.i.d. random variables

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