We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation spac...We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen's invariance principle to the case where probability measure is no longer additive. Furthermore,we give some examples as applications.展开更多
基金supported by China Postdoctoral Science Foundation(Grant No.2013M541899)the Natural Science Foundation of Shandong Province of China(Grant Nos.ZR2013AQ021 and ZR2014AM002)+1 种基金National Natural Science Foundation of China(Grant Nos.11471190,11401414 and 11231005)the Natural Science Foundation of Jiangsu Province of China(Grant No.BK20140299)
文摘We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation space, we also give an invariance principle for LIL. In some sense, this result is an extension of the classical Strassen's invariance principle to the case where probability measure is no longer additive. Furthermore,we give some examples as applications.