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

被引：0

作者：

Huang, Lizhen ^{[1
,2
]}

Wu, Qunying ^{[1
,2
]}

机构：

[1] Guilin Univ Technol, Coll Sci, Guilin, Peoples R China

[2] Guangxi Coll & Univ Key Lab Appl Stat, Guilin 541004, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2025年 / 54卷 / 15期

基金：

美国国家科学基金会; 中国国家自然科学基金;

关键词：

Precise asymptotics; complete integral convergence; the law of iterated logarithm; sub-linear expectations; DEPENDENT RANDOM-VARIABLES; CENTRAL-LIMIT-THEOREM; LARGE NUMBERS; WEAK;

D O I：

10.1080/03610926.2024.2430734

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, 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.

引用

页码：4859 / 4876

页数：18

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