3 problems
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One-sided version of the absolute-value law of the iterated logarithm
Let be the independent and identically distributed sequence considered in Theorem 2(b), and let . The theorem's displayed relation (2.5) involves the…
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Original-sequence extension of the absolute-value LIL
Let be the original sequence of independent and identically distributed random variables considered in Theorem 2(b), and let denote its copy used i…
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Hartman–Wintner law of the iterated logarithm with infinite lower variance
Let be independent and identically distributed random variables in a sub-linear expectation space, and let and . Writ…