Journal of Jilin University Science Edition

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Law of Iterated Logarithm for Extended Negatively Dependent Sequence under Sublinear Expectation Space

WANG Wenjuan, WU Qunying   

  1. College of Science, Guilin University of Techology, Guilin 541004, Guangxi Zhuang Autonomous Region, China
  • Received:2016-12-27 Online:2017-11-26 Published:2017-11-29
  • Contact: WU Qunying E-mail:wqy666@glut.edu.cn

Abstract: By using the Markov inequality and Kolmogorov exponential inequality, we obtained the law of the iterated logarithm for extended negatively depenent (ND) identically distributed sequence for sublinear expectation space under a general moment condition. Thus, the law of the iterated logarithm under sub linear expectation space was generalized.

Key words: law of iterated logarithm, extended negative depenence, sublinear expectation, capacity

CLC Number: 

  • O211.4