Moderate deviations principle for independent random variables under sublinear expectations

DOI10.33048/SEMI.2021.18.060zbMath1470.60092OpenAlexW3199843155MaRDI QIDQ2047156

Yanyan Li

Publication date: 19 August 2021

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.33048/semi.2021.18.060

zbMATH Keywords

large deviations principlesublinear expectationweak independencemoderate deviations principle

Mathematics Subject Classification ID

Large deviations (60F10) Foundations of probability theory (60A99)

Cites Work

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• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Large deviation for negatively dependent random variables under sublinear expectation
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