On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866916791901487104 |
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| author | Gu, Wang-Yun Zhang, Li-Xin |
| author_facet | Gu, Wang-Yun Zhang, Li-Xin |
| contents | This paper explores the Law of the Iterated Logarithm (LIL) for $m$-dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random variables under sub-linear expectations. This extension serves as a crucial intermediary step, facilitating the subsequent establishment of the LIL for $m$-dependent stationary sequences. On the other hand, we also establish necessary conditions for $m$-dependent sequences in sub-linear expectation spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_10522 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations Gu, Wang-Yun Zhang, Li-Xin Probability 60F15 This paper explores the Law of the Iterated Logarithm (LIL) for $m$-dependent sequences under the framework of sub-linear expectations. We first extend existing LIL results to sequences of independent, non-identically distributed random variables under sub-linear expectations. This extension serves as a crucial intermediary step, facilitating the subsequent establishment of the LIL for $m$-dependent stationary sequences. On the other hand, we also establish necessary conditions for $m$-dependent sequences in sub-linear expectation spaces. |
| title | On the Law of the Iterated Logarithm for m-dependent stationary random variables under sub-linear expectations |
| topic | Probability 60F15 |
| url | https://arxiv.org/abs/2506.10522 |