Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
type: Item
instance of: scholarly article
title: Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
zbMATH Open document ID: 1343.60024
published in: Communications in Mathematics and Statistics
publication date: 2016-07-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1509.06149
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6603296
zbMATH Keywords: moderate deviation principle
zbMATH Keywords: \(G\)-expectation
zbMATH Keywords: capacity
zbMATH Keywords: self-normalization
zbMATH Keywords: law of the iterated logarithm
author: Lixin Zhang
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2241673068
arXiv ID: 1509.06149
cites work: A converse to the law of the iterated logarithm
cites work: Self-normalized laws of the iterated logarithm
cites work: Self-normalized large deviations
cites work: Q4085018
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
cites work: Weak approximation of \(G\)-expectations
cites work: Constructing sublinear expectations on path space
cites work: Self-normalized Cramér-type large deviations for independent random variables.
cites work: Large deviations and moderate deviations for independent random variables under sublinear expectations
cites work: Relative entropy and large deviations under sublinear expectations
cites work: Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
cites work: On the Probabilities of Large Deviations for Sums of Independent Random Variables
cites work: Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
cites work: A Cramér type large deviation result for Student's \(t\)-statistic
cites work: Q4391441
cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
DOI: 10.1007/S40304-015-0084-8
description: scientific article