Precise Asymptotics in the Law of the Iterated Logarithm under Sublinear Expectations

Mingzhou Xu and Kun Cheng

Mathematical Problems in Engineering, 2021, vol. 2021, 1-9

Abstract:

By an inequality of partial sum and uniform convergence of the central limit theorem under sublinear expectations, we establish precise asymptotics in the law of the iterated logarithm for independent and identically distributed random variables under sublinear expectations.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6691857

DOI: 10.1155/2021/6691857

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