Chover's law of the iterated logarithm for weighted sums under sub-linear expectations

Abstract

In this paper, the general Chover's law of the iterated logarithm (LIL) is established for weighted sums of a sequence of random variables under a sub-linear expectation space. Our results are very extensive versions which contain Chover's LIL for weighted sums of partial sums and moving sums and so on. As applications, several results on Chover's LIL for weighted sums of extended independence and identically distributed random variables have been generalized to the sub-linear expectation space context.