The convergence rate for the laws of logarithms under sub-linear expectations

Let $ \{X_n; n\geq1\} $ be a sequence of independent and identically distributed random variables in a sub-linear expectation space $ (\Omega, \mathcal{H}, \hat{\mathbb{E}}) $. The necessary and sufficient conditions for the convergence rate on the laws of the logarithms and the law of the iterated...

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Main Author: Qunying Wu
Format: Article
Language:English
Published: AIMS Press 2023-08-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20231264?viewType=HTML
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author Qunying Wu
author_facet Qunying Wu
author_sort Qunying Wu
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description Let $ \{X_n; n\geq1\} $ be a sequence of independent and identically distributed random variables in a sub-linear expectation space $ (\Omega, \mathcal{H}, \hat{\mathbb{E}}) $. The necessary and sufficient conditions for the convergence rate on the laws of the logarithms and the law of the iterated logarithm are obtained.
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spelling doaj.art-2f610629e22f4e778eeb486cf5a248ef2023-09-13T01:13:17ZengAIMS PressAIMS Mathematics2473-69882023-08-01810247862480110.3934/math.20231264The convergence rate for the laws of logarithms under sub-linear expectationsQunying Wu 0College of Science, Guilin University of Technology, Guilin 541004, ChinaLet $ \{X_n; n\geq1\} $ be a sequence of independent and identically distributed random variables in a sub-linear expectation space $ (\Omega, \mathcal{H}, \hat{\mathbb{E}}) $. The necessary and sufficient conditions for the convergence rate on the laws of the logarithms and the law of the iterated logarithm are obtained.https://www.aimspress.com/article/doi/10.3934/math.20231264?viewType=HTMLsub-linear expectationconvergence ratelaws of logarithmslaw of the iterated logarithm
spellingShingle Qunying Wu
The convergence rate for the laws of logarithms under sub-linear expectations
AIMS Mathematics
sub-linear expectation
convergence rate
laws of logarithms
law of the iterated logarithm
title The convergence rate for the laws of logarithms under sub-linear expectations
title_full The convergence rate for the laws of logarithms under sub-linear expectations
title_fullStr The convergence rate for the laws of logarithms under sub-linear expectations
title_full_unstemmed The convergence rate for the laws of logarithms under sub-linear expectations
title_short The convergence rate for the laws of logarithms under sub-linear expectations
title_sort convergence rate for the laws of logarithms under sub linear expectations
topic sub-linear expectation
convergence rate
laws of logarithms
law of the iterated logarithm
url https://www.aimspress.com/article/doi/10.3934/math.20231264?viewType=HTML
work_keys_str_mv AT qunyingwu theconvergencerateforthelawsoflogarithmsundersublinearexpectations
AT qunyingwu convergencerateforthelawsoflogarithmsundersublinearexpectations