How big are the increments of G-Brownian motion?
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The limit theory of Brownian motion plays an important role in the development of probability theory and its applications. This paper considers the limit theory of \(G\)-Brownian motion, more precisely, considers the problem: How big are the increments of \(G\)-Brownian motion. The authors obtain the Csörgő and Révész type theorem of the increments of \(G\)-Brownian motion and get, as applications of the result, the law of iterated logarithm and the Erdős and Rényi law of large numbers for \(G\)-Brownian motion. These results extend the classical results obtained in [\textit{M. Csörgő} and \textit{P. Revesz}, Ann. Probab. 7, 731--737 (1979; Zbl 0412.60038)].
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Cited in
(24)- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
- Convergence for sums of i.i.d. random variables under sublinear expectations
- \(G\)-SIRS model with logistic growth and nonlinear incidence
- Anti-disturbance control for dynamic positioning system of ships with disturbances
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Convergence to a self-normalized G-Brownian motion
- How small are the increments of \(G\)-Brownian motion
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Sobolev-type stochastic differential equations driven by G-Brownian motion
- Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework
- Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
- Disturbance observer based control for dynamically positioned ships with ocean environmental disturbances and actuator saturation
- A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications
- Sample path large deviations for independent random variables under sub-linear expectations
- Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
- Equivalent conditions of complete convergence for weighted sums of sequences of i.i.d. random variables under sublinear expectations
- Complete q-order moment convergence of moving average processes generated by negatively dependent random variables under sub-linear expectations
- Complete moment convergence for weighted sums of negatively dependent random variables under sub-linear expectations
- Strassen's law of the iterated logarithm under sub-linear expectations
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
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