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On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations
Probability, Uncertainty and Quantitative Risk ( IF 1.0 ) Pub Date : 2022-01-01 , DOI: 10.3934/puqr.2022001 Xiaofan Guo , Shan Li , Xinpeng Li
Probability, Uncertainty and Quantitative Risk ( IF 1.0 ) Pub Date : 2022-01-01 , DOI: 10.3934/puqr.2022001 Xiaofan Guo , Shan Li , Xinpeng Li
<p style='text-indent:20px;'>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.</p>
中文翻译:
次线性期望下具有平均不确定性的迭代对数定律
<p style='text-indent:20px;'>通过迭代对数的 Kolmogorov 定律的鞅类比,建立了一种新的 Hartman-Wintner 型迭代对数定律,用于在亚线性期望下具有平均不确定性的独立随机变量在经典概率论中。</p>
更新日期:2022-01-01
中文翻译:
次线性期望下具有平均不确定性的迭代对数定律
<p style='text-indent:20px;'>通过迭代对数的 Kolmogorov 定律的鞅类比,建立了一种新的 Hartman-Wintner 型迭代对数定律,用于在亚线性期望下具有平均不确定性的独立随机变量在经典概率论中。</p>