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

Entropy

Wei Liu¹  Yong Zhang¹ 

[1] School of Mathematics, Jilin University, 2699 Qianjin Street, Changchun 130012, China;

关键词: the law of the iterated logarithm;    linear process;    stationary sequences;    capacity;    sub-linear expectation;   

DOI  :  10.3390/e23101313

来源: DOAJ

【 摘 要 】

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.

【 授权许可】

Unknown