Precise Asymptotics in the Law of the Iterated Logarithm under Sublinear Expectations
Author(s) -
Mingzhou Xu,
Kun Cheng
Publication year - 2021
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2021/6691857
Subject(s) - sublinear function , law of the iterated logarithm , mathematics , central limit theorem , logarithm , independent and identically distributed random variables , iterated logarithm , iterated function , limit (mathematics) , random variable , rate of convergence , convergence (economics) , pure mathematics , discrete mathematics , mathematical analysis , statistics , computer science , economics , channel (broadcasting) , economic growth , computer network
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.
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