Zhang Li
Abstract
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In this note, we establish a compact law of the iterated logarithm under the upper capacity for independent and identically distributed random variables in a sub-linear expectation space. For showing the result, a self-normalized law of the iterated logarithm is established.
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In this note, we establish a compact law of the iterated logarithm under the upper capacity for independent and identically distributed random variables in a sub-linear expectation space. For showing the result, a self-normalized law of the iterated logarithm is established.
Key concepts: Law of the iterated logarithm, Iterated logarithm, Logarithm, Mathematics, Independent and identically distributed random variables, Iterated function, Random variable, Natural logarithm