The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation

In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity.

Detalles Bibliográficos
Autores principales: Liu, Wei, Zhang, Yong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534869/
https://www.ncbi.nlm.nih.gov/pubmed/34682037
http://dx.doi.org/10.3390/e23101313
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author Liu, Wei
Zhang, Yong
author_facet Liu, Wei
Zhang, Yong
author_sort Liu, Wei
collection PubMed
description In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity.
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spelling pubmed-85348692021-10-23 The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation Liu, Wei Zhang, Yong Entropy (Basel) Article In this paper, we obtain the law of iterated logarithm for linear processes in sub-linear expectation space. It is established for strictly stationary independent random variable sequences with finite second-order moments in the sense of non-additive capacity. MDPI 2021-10-07 /pmc/articles/PMC8534869/ /pubmed/34682037 http://dx.doi.org/10.3390/e23101313 Text en © 2021 by the authors. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Liu, Wei
Zhang, Yong
The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title_full The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title_fullStr The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title_full_unstemmed The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title_short The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation
title_sort law of the iterated logarithm for linear processes generated by a sequence of stationary independent random variables under the sub-linear expectation
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534869/
https://www.ncbi.nlm.nih.gov/pubmed/34682037
http://dx.doi.org/10.3390/e23101313
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