On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation (Q6587430)
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scientific article; zbMATH DE number 7896806
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| English | On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation |
scientific article; zbMATH DE number 7896806 |
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On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation (English)
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14 August 2024
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Sublinear expectation is a functional with the properties of monotonicity, constant preserving, sub-additivity, and positive homogeneity. The paper studies the moderate deviation principle for sums of \(m\)-dependent strictly stationary random variables in a space with sublinear expectation. Unlike known results, the authors impose a less restrictive Cramer-like condition.
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large deviation principle
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moderate deviation principle
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sublinear expectation
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\(m\)-dependent random variables
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stationary sequences
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0.8817892670631409
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0.8718613982200623
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0.828853189945221
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0.8286787867546082
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