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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
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.
Received December 26, 2020, published July 16, 2021
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
Linking options:
https://www.mathnet.ru/eng/semr1402 https://www.mathnet.ru/eng/semr/v18/i2/p817
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