Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations

Xue Ding and Yong Zhang

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 17, 6055-6075

Abstract: In this article, the authors prove the Chover-type law of the iterated logarithm for weighted partial sums of independent and identically distributed random variables, and also give some classical examples. These conclusions promote and improve the corresponding results from the traditional probability space to the sub-linear expectation space.

Date: 2024
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DOI: 10.1080/03610926.2023.2239399

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