Self-normalized large deviations under sublinear expectation

DOI10.1016/J.SPL.2016.12.005zbMATH Open1356.60046OpenAlexW2560610428MaRDI QIDQ511552FDOQ511552

Xinwei Feng

Publication date: 21 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.12.005

zbMATH Keywords

large deviationsself-normalizationsublinear expectation

Mathematics Subject Classification ID

Large deviations (60F10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Self-Normalized Processes
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Self-normalized laws of the iterated logarithm
• A strong law of large numbers for non-additive probabilities
• Some extensions of the LIL via self-normalizations
• Strong laws of large numbers for sub-linear expectations
• Large deviations and moderate deviations for independent random variables under sublinear expectations
• Self-normalized large deviations
• Large deviation for negatively dependent random variables under sublinear expectation

Cited In (1)

• Self-normalized large deviations

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