论文标题
Strassen的迭代对数定律在子线性期望下
Strassen's law of the iterated logarithm under sub-linear expectations
论文作者
论文摘要
我们建立了迭代对数的strassen定律，用于独立和相同分布的随机变量，并使用$ \ hat {\ mathbb {e}} [x_1] = \ hat {\ hat {\ mathcal {e}} [e}} [x_1] [x_1] = 0 $和$ c _ = 0 $ c _ {带有次数的亚添加能力$ \ mathbb {v} $。在某些条件下，我们还以$σ= \barσ$显示上容量的LIL。
We establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with $\hat{\mathbb{E}}[X_1]=\hat{\mathcal{E}}[X_1]=0$ and $C_{\mathbb{V}}[X_1^2]<\infty$ under sub-linear expectation space with a countably sub-additive capacity $\mathbb{V}$. We also show the LIL for upper capacity with $σ=\barσ$ under some certain conditions.
