Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)

DOI10.1016/j.jmaa.2020.124110zbMath1434.60096OpenAlexW3015085144MaRDI QIDQ2173797

Yuzhen Tan, Gaofeng Zong

Publication date: 17 April 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2020.124110

zbMATH Keywords

large deviation principlemodel uncertaintysublinear expectationupper probability

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (4)

Equivalent conditions of complete convergence and Marcinkiewicz-Zygmund-type strong law of large numbers for i.i.d. sequences under sub-linear expectations ⋮ Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation ⋮ Representation of weakly maxitive monetary risk measures and their rate functions ⋮ Moderate deviations principle for independent random variables under sublinear expectations

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