论文标题
在亚线性期望下，与迭代对数定律有关的最大归一量分支的最大矩
The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation
论文作者
论文摘要
令$ \ {x_n; n \ ge 1 \} $为子线性期望空间$（ω，\ mathscr {h}，\ wideHat {\ mathbb e}）上的一系列独立且相同分布的随机变量序列，我们考虑$ \ max_ {n \ ge 1} | s_n |/\ sqrt {2n \ log \ log n} $的矩。给出了有限矩的足够和必要条件。作为应用程序，我们获得了迭代对数的定律，以移动独立和相同分布的随机变量的平均过程。
Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables on a sub-linear expectation space $(Ω,\mathscr{H},\widehat{\mathbb E})$, $S_n=X_1+\ldots+X_n$. We consider the moments of $\max_{n\ge 1}|S_n|/\sqrt{2n\log\log n}$. The sufficient and necessary conditions for the moments to be finite are given. As an application, we obtain the law of the iterated logarithm for moving average processes of independent and identically distributed random variables.
