期刊论文详细信息
Entropy | |
The Law of the Iterated Logarithm for Linear Processes Generated by a Sequence of Stationary Independent Random Variables under the Sub-Linear Expectation | |
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