Large deviation for negatively dependent random variables under sublinear expectation

被引：11

作者：

Chen, Zengjing ^{[1
]}

Feng, Xinwei ^{[1
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 02期

基金：

美国国家科学基金会;

关键词：

Large deviation principle; Moderate deviation principle; Negatively dependent; Sublinear expectation; CENTRAL-LIMIT-THEOREM; LARGE NUMBERS; STRONG LAW;

D O I：

10.1080/03610926.2015.1006067

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, first we give the definition of negatively dependent sequence of random variables under sublinear expectation then we establish large deviation principle for this kind of sequence. Moreover, we obtain the upper bound of moderate deviation principle.

引用

页码：400 / 412

页数：13

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