Li-Xin Zhang

Limit laws of the iterated logarithm under sub-linear expectations

Let $\{Y_n; n\ge 1\}$ be a sequence of independent and identically distributed random variables with mean zero in Peng's framework of the sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, and $S_n=\sum_{i=1}^nY_i$. In this paper, we establish a limit law of \begin{align*}\lim_{n\to \infty}\max_{k...