Large deviation for negatively dependent random variables under sublinear expectation |
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Authors: | Zengjing Chen |
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Affiliation: | School of Mathematics, Shandong University, Jinan, Shandong, China |
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Abstract: | AbstractIn this article, first we give the definition of negatively dependent sequence of random variables under sublinear expectation then we establish large deviation principle for this kind of sequence. Moreover, we obtain the upper bound of moderate deviation principle. |
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Keywords: | Large deviation principle Moderate deviation principle Negatively dependent Sublinear expectation |
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