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Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm (1503.02845v3)
Published 10 Mar 2015 in math.PR
Abstract: We prove a new Donsker's invariance principle for independent and identically distributed random variables under the sub-linear expectation. As applications, the small deviations and Chung's law of the iterated logarithm are obtained.
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