Abstract
Let {Xn;n≥1} be a sequence of independent and identically distributed random variables on a sub-linear expectation space (Ω,ℋ,Ê), Sn=X1+…+Xn. We consider the moments of maxn≥1|Sn|/2nloglogn. The sufficient and necessary conditions for the moments to be finite are given. As an application, we obtain the law of the iterated logarithm for moving average processes of independent and identically distributed random variables.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.