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Abstract In this paper, we obtain the large deviation principle for random variables in sublinear expectation spaces taking values in R d , which do not have to satisfy the… Click to show full abstract
Abstract In this paper, we obtain the large deviation principle for random variables in sublinear expectation spaces taking values in R d , which do not have to satisfy the independent identical distributed condition. We also give an example, where we construct a sequence of random variables in the framework of sublinear expectations satisfying our assumption.
Keywords:
random variables;
variables sublinear;
deviation principle;
random;
large deviation;
principle random
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2020
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Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!