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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2021, Volume 18, Issue 2, Pages 817–826
DOI: https://doi.org/10.33048/semi.2021.18.060 (Mi semr1402) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Probability theory and mathematical statistics

Moderate deviations principle for independent random variables under sublinear expectations

Q. Q. Zhoua, A. V. Logachovbcd

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
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DOI: https://doi.org/10.33048/semi.2021.18.060
Abstract: 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.
Keywords: large deviations principle, moderate deviations principle, weak independence, sublinear expectation.
Funding agency Grant number
Russian Science Foundation 18-11-00129
National Natural Science Foundation of China 11931018
NUPTSF NY221026
The work was supported by NUPTSF (grant No. NY221026), NSFC (grant No. 11931018) and Russian Science Foundation (grant No. 18-11-00129).
Received December 26, 2020, published July 16, 2021
Bibliographic databases:
Document Type: Article
UDC: 519.21
MSC: 60F10, 60A99
Language: English
Citation: Q. Q. Zhou, A. V. Logachov, “Moderate deviations principle for independent random variables under sublinear expectations”, Sib. Èlektron. Mat. Izv., 18:2 (2021), 817–826
Citation in format AMSBIB
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\by Q.~Q.~Zhou, A.~V.~Logachov
\paper Moderate deviations principle for independent random variables under sublinear expectations
\jour Sib. \`Elektron. Mat. Izv.
\yr 2021
\vol 18
\issue 2
\pages 817--826
\mathnet{http://mi.mathnet.ru/semr1402}
\crossref{https://doi.org/10.33048/semi.2021.18.060}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000674364700001}
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    • This publication is cited in the following 2 articles:
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