On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations

IF 1 2区数学 Q3 STATISTICS & PROBABILITY

Probability Uncertainty and Quantitative Risk Pub Date : 2022-01-01 DOI:10.3934/puqr.2022001

Xiao-Qun Guo, Shan Li, Xinpeng Li

引用次数: 2

Abstract

A new Hartman–Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the iterated logarithm in classical probability theory.

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次线性期望下平均不确定性迭代对数的规律

通过对经典概率论中迭代对数的Kolmogorov定律的鞅模拟，建立了次线性期望下具有平均不确定性的独立随机变量迭代对数的一个新的hartman - wintner律。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Probability Uncertainty and Quantitative Risk STATISTICS & PROBABILITY-

CiteScore

1.60

自引率

13.30%

发文量

审稿时长

12 weeks

期刊介绍： Probability, Uncertainty and Quantitative Risk (PUQR) is a quarterly academic journal under the supervision of the Ministry of Education of the People's Republic of China and hosted by Shandong University, which is open to the public at home and abroad (ISSN 2095-9672; CN 37-1505/O1). Probability, Uncertainty and Quantitative Risk (PUQR) mainly reports on the major developments in modern probability theory, covering stochastic analysis and statistics, stochastic processes, dynamical analysis and control theory, and their applications in the fields of finance, economics, biology, and computer science. The journal is currently indexed in ESCI, Scopus, Mathematical Reviews, zbMATH Open and other databases.