Journal of Jilin University Science Edition
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WANG Wenjuan, WU Qunying
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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 sublinear 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, sublinear expectation, capacity
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WANG Wenjuan, WU Qunying. Law of Iterated Logarithm for Extended Negatively Dependent Sequence under Sublinear Expectation Space[J].Journal of Jilin University Science Edition, 2017, 55(06): 1456-1460.
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URL: http://xuebao.jlu.edu.cn/lxb/EN/
http://xuebao.jlu.edu.cn/lxb/EN/Y2017/V55/I06/1456
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