Strassen's law of the iterated logarithm under sub-linear expectations
Probability
2022-12-22 v1
Abstract
We establish the Strassen's law of the iterated logarithm for independent and identically distributed random variables with and under sub-linear expectation space with a countably sub-additive capacity . We also show the LIL for upper capacity with under some certain conditions.
Keywords
Cite
@article{arxiv.2212.11103,
title = {Strassen's law of the iterated logarithm under sub-linear expectations},
author = {Wang-yun Gu and Li-xin Zhang},
journal= {arXiv preprint arXiv:2212.11103},
year = {2022}
}