On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations
Probability
2025-06-13 v1
Abstract
This paper explores the Law of the Iterated Logarithm (LIL) for -dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random variables under sub-linear expectations. This extension serves as a crucial intermediary step, facilitating the subsequent establishment of the LIL for -dependent stationary sequences. On the other hand, we also establish necessary conditions for -dependent sequences in sub-linear expectation spaces.
Keywords
Cite
@article{arxiv.2506.10522,
title = {On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations},
author = {Wang-Yun Gu and Li-Xin Zhang},
journal= {arXiv preprint arXiv:2506.10522},
year = {2025}
}
Comments
18 pages. arXiv admin note: text overlap with arXiv:2202.12580