Another form of Chover’s law of the iterated logarithm under sub-linear expectations

In this paper, the Chover’s law of the iterated logarithm is established for a sequence of independent and identically distributed random variables under a sub-linear expectation space. As applications, several results on the Chover’s law of the iterated logarithm for traditional probability space h...

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Bibliographic Details
Published inRevista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A, Matemáticas Vol. 114; no. 1
Main Authors Wu, Qunying, Lu, Jianfang
Format Journal Article
LanguageEnglish
Published Cham Springer International Publishing 2020
Springer Nature B.V
Subjects
Applications of Mathematics
Mathematical and Computational Physics
Mathematics
Mathematics and Statistics
Original Paper
Queuing theory
Random variables
Theorems
Theoretical
Sub-linear expectation
Chover’s law of the iterated logarithm
Primary 60F15
Independence random variables
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Summary:In this paper, the Chover’s law of the iterated logarithm is established for a sequence of independent and identically distributed random variables under a sub-linear expectation space. As applications, several results on the Chover’s law of the iterated logarithm for traditional probability space have been generalized to the sub-linear expectation space context. Our results generalize those on Chover’s law of the iterated logarithm previously obtained by Qi and Cheng (Chinese Ann Math 17(A):195–206, 1996), Wu and Jiang (J Korean Stat Soc 39(2):199–206, 2010), and Wu (Acta Math Appl Sin (English Series) 32(2):385–394, 2016) from traditional probability space to the general sub-linear expectation space. There is no report on this form of Chover’s law of the iterated logarithm under sub-linear expectation, and we provide a method to study this subject.
ISSN:1578-7303
1579-1505
DOI:10.1007/s13398-019-00757-7