Abstract

Let X, Xn, n ≥ 1 be a sequence of independent, identically distributed random variables under sublinear expectations with , , and . Write S0 = 0, , and Mn = max0≤k≤n|Sk|, n ≥ 1. For d > 0 and an = o((log logn)−d), we obtain the exact rates in the law of iterated logarithm of a kind of weighted infinite series of as ε ↓ 0.

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