Kolmogorov's converse exponential inequality for lower capacities
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 sequence of positive numbers with and . Suppose
and there exists a positive number such that for . Kolmogorov's converse exponential inequality. We conjecture that, for every , there exists a positive constant such that
for all . This would provide the lower-capacity analogue of Kolmogorov's converse exponential inequality in the sub-linear expectation setting; the stated result is presented as a conjectural extension of the corresponding upper-capacity estimate.
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Sources & referencesView supporting material
Primary source
Li-Xin Zhang, “On the laws of the iterated logarithm under the sub-linear expectations without the assumption on the continuity of capacities”, arXiv:2109.13083 (2021).
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