Relative entropy and large deviations under sublinear expectations

DOI10.1016/S0252-9602(12)60143-XzbMath1274.60091OpenAlexW1976481777MaRDI QIDQ1954116

Ming Zhou Xu, Fu Qing Gao

Publication date: 20 June 2013

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(12)60143-x

zbMATH Keywords

relative entropylarge deviationempirical measuresublinear expectation

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)

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