Note on Precise Asymptotics in the Law of the Iterated Logarithm under Sublinear Expectations
Mingzhou Xu,
Kun Cheng and
Francisco Periago Esparza
Mathematical Problems in Engineering, 2022, vol. 2022, 1-8
Abstract:
By using Lebesgue bounded convergence theorem, we prove precise asymptotics in the law of the iterated logarithm for independent and identically distributed random variables under sublinear expectation.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6058563
DOI: 10.1155/2022/6058563
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