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.
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