Q. Q. Zhou, A. V. Logachov, “Moderate deviations principle for independent random variables under sublinear expectations”, Сиб. электрон. матем. изв., 2021, том 18, выпуск 2,страницы 817

Эта публикация цитируется в 2 статьях

Теория вероятностей и математическая статистика

Moderate deviations principle for independent random variables under sublinear expectations

Q. Q. Zhou^a, A. V. Logachov^bcd

^a School of Sciences, Nanjing University of Posts and Telecommunications, Nanjing, 210023, China
^b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
^c Dep. of High Math., Siberian State University of Geosystems and Technologies, 10, Plahotnogo str., Novosibirsk, 630108, Russia
^d Dep. of Computer Science in Economics, Novosibirsk State Technical University 20, pr. K. Marks ave., Novosibirsk, 630073, Russia

Аннотация: In this paper, we obtain the moderate deviations principle for a sums of weak independent random variables under sublinear expectations. Unlike known results, we will not require that random variables have the identical distribution.

Ключевые слова: large deviations principle, moderate deviations principle, weak independence, sublinear expectation.

УДК: 519.21

MSC: 60F10, 60A99

Поступила 26 декабря 2020 г., опубликована 16 июля 2021 г.

Язык публикации: английский

DOI: 10.33048/semi.2021.18.060