RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS

被引：0
|
作者：
高付清 [1 ]
徐明周 [1 ]
机构：
[1] School of Mathematics and Statistics,Wuhan University
来源：
ActaMathematicaScientia | 2012年 / 32卷 / 05期
基金：
中国国家自然科学基金;
关键词：
sublinear expectation; relative entropy; large deviation; empirical measure;
D O I：
暂无
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.
引用
收藏
页码：1826 / 1834
页数：9
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