On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations  被引量:1

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作  者:Xiaofan Guo Shan Li Xinpeng Li 

机构地区:[1]Research Center for Mathematics and Interdisciplinary Sciences,Shandong University,Qingdao 266237,Shandong,China [2]Frontiers Science Center for Nonlinear Expectations(Ministry of Education),Shandong University,Qingdao 266237,Shandong,China [3]School of Mathematics,Shandong University,Jinan 250100,Shandong,China

出  处:《Probability, Uncertainty and Quantitative Risk》2022年第1期1-12,共12页概率、不确定性与定量风险(英文)

基  金:supported by NSF of Shandong Province(Grant No.ZR2021MA018);National Key R&D Program of China(Grant No.2018YFA0703900);NSF of China(Grant No.11601281);the Young Scholars Program of Shandong University.

摘  要:A new Hartman-Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the iterated logarithm in classical probability theory.

关 键 词:Law of the iterated logarithm Mean-uncertainty Upper and lower variances Sublinear expectation 

分 类 号:O17[理学—数学]

 

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