On Cramér's theorem for capacities

DOI10.1016/J.CRMA.2010.07.033zbMATH Open1206.60029OpenAlexW2051842686MaRDI QIDQ710852FDOQ710852

Feng Hu

Publication date: 22 October 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.07.033

Mathematics Subject Classification ID

Large deviations (60F10) Contents, measures, outer measures, capacities (28A12)

Cites Work

• Coherent measures of risk
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Title not available (Why is that?)
• Convex measures of risk and trading constraints

Cited In (15)

• On complete convergence for extended independent random variables under sub-linear expectations
• Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
• ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS
• Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity
• On the moderate deviation principle for \(m\)-dependent random variables with 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
• How big are the increments of \(G\)-Brownian motion?
• Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
• A non-exponential extension of Sanov’s theorem via convex duality
• The modulus of continuity theorem for G-Brownian motion
• Representation of weakly maxitive monetary risk measures and their rate functions
• Concentration inequalities for upper probabilities
• An upper bound of large deviations for capacities

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