Large deviation principle for random variables under sublinear expectations on R^d
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Publication:2173797
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Cites work
- scientific article; zbMATH DE number 1158743 (Why is no real title available?)
- A Weighted Central Limit Theorem Under Sublinear Expectations
- A general central limit theorem under sublinear expectations
- A general strong law of large numbers for non-additive probabilities and its applications
- A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation
- A strong law of large numbers for capacities
- A strong law of large numbers for non-additive probabilities
- Central limit theorem for capacities
- Large deviation for negatively dependent random variables under sublinear expectation
- Large deviation principle for diffusion processes under a sublinear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- On Cramér's theorem for capacities
- Strong law of large numbers for upper set-valued and fuzzy-set valued probability
- Strong laws of large numbers for sub-linear expectations
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Theory of capacities
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(11)- Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations
- Sample path large deviations for independent random variables under sub-linear expectations
- Weakly maxitive set functions and their possibility distributions
- On the moderate deviation principle for \(m\)-dependent random variables with sublinear expectation
- Large deviations and moderate deviations for independent random variables under sublinear expectations
- Large deviation principle for diffusion processes under a sublinear expectation
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Large deviation for negatively dependent random variables under sublinear expectation
- Moderate deviations principle for independent random variables under sublinear expectations
- Representation of weakly maxitive monetary risk measures and their rate functions
- An upper bound of large deviations for capacities
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