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

被引：0

作者：

Ding, Xue ^{[1
]}

Zhang, Yong ^{[1
,2
]}

机构：

[1] Jilin Univ, Sch Math, Changchun, Peoples R China

[2] Jilin Univ, Sch Math, Changchun 130012, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2024年 / 53卷 / 17期

基金：

中国国家自然科学基金;

关键词：

Chover's law of the logarithm; weighted partial sums; a-tailed; sub-linear expectation; CENTRAL-LIMIT-THEOREM; STOCHASTIC CALCULUS; RANDOM-VARIABLES; BROWNIAN-MOTION; INEQUALITIES; CONVERGENCE;

D O I：

10.1080/03610926.2023.2239399

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：6055 / 6075

页数：21

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