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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 mm-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 mm-dependent stationary sequences. On the other hand, we also establish necessary conditions for mm-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