Relative entropy and large deviations under sublinear expectations
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(12)- Moderate deviations for nonhomogeneous Markov chains
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- How small are the increments of \(G\)-Brownian motion
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- A non-exponential extension of Sanov's theorem via convex duality
- Relative entropy, dimensions and large deviations forg-measures
- Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations
- Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations
- Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation
- Sample path large deviations for independent random variables under sub-linear expectations
- Complete convergence and complete moment convergence for randomly weighted sums of widely negative dependent random variables under sublinear expectations
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
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