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

页码：1826 / 1834

页数：9

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