Note on Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of I.I.D.: Random Variables under Sublinear Expectations

Mingzhou Xu, Kun Cheng and Bo Yang

Discrete Dynamics in Nature and Society, 2022, vol. 2022, 1-15

Abstract: Let X,Xn,n≥1 be a sequence of independent, identically distributed random variables under sublinear expectations with CVX2 0 and an=olog logn−d, we obtain the exact rates in the law of iterated logarithm of a kind of weighted infinite series of CVMn−ε+anσ¯nlog lognd+ as ε↓0.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:7566141

DOI: 10.1155/2022/7566141

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