11 problems
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Existence of a probability measure for the strong-law limit points under sub-linear expectations
Let be the measurable space associated with the sub-linear expectation framework, and let be a Borel meas…
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Conjecture on the lower capacity in the cluster-set law of the iterated logarithm
Lower-capacity replacement conjecture. The assertion of Proposition 1.1 remains true when is replaced by . This conjecture c…
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Zhang's lower-capacity conjecture for the self-normalized law of the iterated logarithm
Let be the identically distributed random variables and let . The self-normalized cluster set is … Under the general moment conditions of th…
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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…
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Kolmogorov's converse exponential inequality for lower capacities
Let be an array of independent random variables in the sub-linear expectation space with … Let be a se…
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C2 conjecture on the characterization of the G-normal distribution
C2 conjecture. Then
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C1 conjecture on the converse central limit theorem under sub-linear expectations
Let be the independent random variables and let occurring in (clt1), and let be a tight random variable, meaning that … Write…
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The variance-ratio weakening conjecture for the sub-linear Lindeberg central limit theorem
Variance-ratio weakening conjecture. The standard variance-comparison condition can be weakened to the aggregate variance-ratio condition above, while retaining the corresponding s…
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A martingale central limit theorem with maximal random variance under sub-linear expectations
Let be an array with filtrations , and let and denote the upper and lower conditional…