With the help of large deviation of Brownian motion in the Hölder norm,local Strassen’s law of the iterated logarithm for increments of a Brownian motion in the Hölder norm is investigated.This paper promot...With the help of large deviation of Brownian motion in the Hölder norm,local Strassen’s law of the iterated logarithm for increments of a Brownian motion in the Hölder norm is investigated.This paper promotes the corresponding results by Gantert and Wei.展开更多
We establish the Strassen's law of the iterated logarithm(LIL for short)for independent and identically distributed random variables with E[X_(1)]=ε[X_(1)]=0 and Cv[X_(1)^(2)]<∞ under a sublinear expectation ...We establish the Strassen's law of the iterated logarithm(LIL for short)for independent and identically distributed random variables with E[X_(1)]=ε[X_(1)]=0 and Cv[X_(1)^(2)]<∞ under a sublinear expectation space with a countably sub-additive capacity V.We also show the LIL for upper capacity with σ=σ under some certain conditions.展开更多
文摘With the help of large deviation of Brownian motion in the Hölder norm,local Strassen’s law of the iterated logarithm for increments of a Brownian motion in the Hölder norm is investigated.This paper promotes the corresponding results by Gantert and Wei.
基金Supported by grants from the NSF of China(Grant Nos.2024YFA101350,U23A2064 and 12031005)。
文摘We establish the Strassen's law of the iterated logarithm(LIL for short)for independent and identically distributed random variables with E[X_(1)]=ε[X_(1)]=0 and Cv[X_(1)^(2)]<∞ under a sublinear expectation space with a countably sub-additive capacity V.We also show the LIL for upper capacity with σ=σ under some certain conditions.
