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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2023, Volume 20, Issue 2, Pages 961–980
DOI: https://doi.org/10.33048/semi.2023.20.058 (Mi semr1621) 		 
Probability theory and mathematical statistics

On the moderate deviation principle for $m$-dependent random variables with sublinear expectation

E. V. Efremova, A. V. Logachovbc

a Novosibirsk State University, 2, Pirogova str., Novosibirsk, 630090, Russia
b Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics, 4, Koptyuga ave., Novosibirsk, 630090, Russia
c Dep. of Computer Science in Economics, Novosibirsk State Technical University pr. K. Marksa, 20, 630073, Novosibirsk, Russia
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DOI: https://doi.org/10.33048/semi.2023.20.058
Abstract: In this paper, we obtain the moderate deviation principle for sums of $m$–dependent strictly stationary random variables in the space with sublinear expectation. Unlike known results, we will require random variables to satisfy a less restrictive Cramer-like condition.
Keywords: large deviation principle, moderate deviation principle, sublinear expectation, $m$-dependent random variables, stationary sequences.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-282
FWNF-2022-0010
The work of E.V. Efremov is supported by the Mathematical Center in Akademgorodok under the agreement No. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation. The work of A.V. Logachov is supported by the program of fundamental scientific research SB RAS, Project № FWNF-2022-0010.
Received December 31, 2023, published November 12, 2023
Document Type: Article
UDC: 519.21
MSC: 60F10, 60A99
Language: English
Citation: E. V. Efremov, A. V. Logachov, “On the moderate deviation principle for $m$-dependent random variables with sublinear expectation”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 961–980
Citation in format AMSBIB
\Bibitem{EfrLog23}
\by E.~V.~Efremov, A.~V.~Logachov
\paper On the moderate deviation principle for $m$-dependent random variables with sublinear expectation
\jour Sib. \`Elektron. Mat. Izv.
\yr 2023
\vol 20
\issue 2
\pages 961--980
\mathnet{http://mi.mathnet.ru/semr1621}
\crossref{https://doi.org/10.33048/semi.2023.20.058}
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