Note on Precise Rates in the Law of Iterated Logarithm for the Moment Convergence of I.I.D.: Random Variables under Sublinear Expectations
Let X,Xn,n≥1 be a sequence of independent, identically distributed random variables under sublinear expectations with CVX2<∞, limc⟶∞EX2−c+=0, and E˘X=E˘−X=0. Write S0=0, Sn=∑k=1nXn, and Mn=max0≤k≤nSk, n≥1. For d>0 and an=olog logn−d, we obtain the exact rates in the law of iterated logarithm o...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2022/7566141 |
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