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-n...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.展开更多
文摘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.
