On the Hartman–Wintner law of the iterated logarithm under sublinear expectation

DOI10.1080/03610926.2022.2026394MaRDI QIDQ6164692zbMATH OpenOpenAlexFDO

Authors Xiaofan Guo, Shan Li, Xinpeng Li

Publication date 28 July 2023

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2026394

zbMATH Keywords

law of the iterated logarithmmartingalepseudo-independencesublinear expectation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• scientific article; zbMATH DE number 3333814 (Why is no real title available?)
• Law of large numbers and central limit theorem under nonlinear expectations
• Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
• On the laws of large numbers for pseudo-independent random variables under sublinear expectation
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales

Cited in

(3)

• On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations
• Strassen's law of the iterated logarithm under sub-linear expectations
• The law of the logarithm for delayed sums under sublinear expectation

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