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Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations.

Authors :
Huang, Lizhen
Wu, Qunying
Source :
Communications in Statistics: Theory & Methods. Dec2024, p1-18. 18p.
Publication Year :
2024

Abstract

Abstract.In this article, we establish precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectation space. We extend some precise asymptotics for complete integral convergence theorems from the classical probability space to sub-linear expectation space. Further, we extend the precise asymptotics theorem to the maximum of partial sums under the sub-linear expectation space. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
181675488
Full Text :
https://doi.org/10.1080/03610926.2024.2430734