Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations

Lizhen Huang and Qunying Wu

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 15, 4859-4876

Abstract: In this article, we establish precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectation space. We extend some precise asymptotics for complete integral convergence theorems from the classical probability space to sub-linear expectation space. Further, we extend the precise asymptotics theorem to the maximum of partial sums under the sub-linear expectation space.

Date: 2025
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DOI: 10.1080/03610926.2024.2430734

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