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Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2020.124110
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…
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Keywords:
random variables;
variables sublinear;
deviation principle;
random ... See more keywords
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Published in 2022 at "International Mathematics Research Notices"
DOI: 10.1093/imrn/rnad096
Abstract: We derive a large deviation principle for random permutations induced by probability measures of the unit square, called permutons. These permutations are called $\mu $-random permutations. We also introduce and study a new general class…
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Keywords:
large deviation;
deviation principle;
random permutations;
principle random ... See more keywords