Moderate deviation principle for m-dependent random variables under the sub-linear expectation
被引:8
|
作者:
Guo, Shuang
论文数: 0引用数: 0
h-index: 0
机构:
Jilin Univ, Sch Math, Changchun 130012, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Guo, Shuang
[1
]
Zhang, Yong
论文数: 0引用数: 0
h-index: 0
机构:
Jilin Univ, Sch Math, Changchun 130012, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Zhang, Yong
[1
]
机构:
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
来源:
AIMS MATHEMATICS
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2022年
/
7卷
/
04期
基金:
中国国家自然科学基金;
关键词:
moderate deviation principle;
m-dependent random variables;
sub-linear expectation;
stationary sequences;
CENTRAL-LIMIT-THEOREM;
STOCHASTIC CALCULUS;
BROWNIAN-MOTION;
LARGE NUMBERS;
LAW;
D O I:
10.3934/math.2022331
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Let {X-n, n >= 1} be a sequence of m-dependent strictly stationary random variables in a sub linear expectation (Omega, H, E). In this article, we give the definition of m-dependent sequence of random variables under sub-linear expectation spaces taking values in R. Then we establish moderate deviation principle for this kind of sequence which is strictly stationary. The results in this paper generalize the result that in the case of independent identically distributed samples. It provides a basis to discuss the moderate deviation principle for other types of dependent sequences.
机构:
Novosibirsk State Univ, 2 Pirogova Str, Novosibirsk 630090, RussiaNovosibirsk State Univ, 2 Pirogova Str, Novosibirsk 630090, Russia
Efremov, E. V.
Logachov, A. V.
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h-index: 0
机构:
Sobolev Inst Math, Lab Probabil Theory & Math Stat, 4 Koptyuga Ave, Novosibirsk 630090, Russia
Novosibirsk State Tech Univ, Dept Comp Sci Econ, Pr K Marksa 20, Novosibirsk 630073, RussiaNovosibirsk State Univ, 2 Pirogova Str, Novosibirsk 630090, Russia
机构:
Jilin Univ, Sch Math, Changchun 130012, Peoples R China
Beihua Univ, Sch Math & Stat, Jilin 132000, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Sun, Peiyu
Wang, Dehui
论文数: 0引用数: 0
h-index: 0
机构:
Liaoning Univ, Sch Math & Stat, Shenyang 110031, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Wang, Dehui
Ding, Xue
论文数: 0引用数: 0
h-index: 0
机构:
Jilin Univ, Sch Math, Changchun 130012, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Ding, Xue
Tan, Xili
论文数: 0引用数: 0
h-index: 0
机构:
Beihua Univ, Sch Math & Stat, Jilin 132000, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
Tan, Xili
Zhang, Yong
论文数: 0引用数: 0
h-index: 0
机构:
Jilin Univ, Sch Math, Changchun 130012, Peoples R ChinaJilin Univ, Sch Math, Changchun 130012, Peoples R China
机构:
Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R ChinaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
Miao, Yu
Zhu, Jianan
论文数: 0引用数: 0
h-index: 0
机构:
Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R ChinaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
Zhu, Jianan
Mu, Jianyong
论文数: 0引用数: 0
h-index: 0
机构:
Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R ChinaHenan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
机构:
Zhejiang Univ, Sch Math Sci, Hangzhou, Peoples R ChinaZhejiang Univ, Sch Math Sci, Hangzhou, Peoples R China
Gu, Wang-Yun
Zhang, Li-Xin
论文数: 0引用数: 0
h-index: 0
机构:
Zhejiang Univ, Sch Math Sci, Hangzhou, Peoples R China
Zhejiang Gongshang Univ, Sch Stat & Math, Hangzhou, Peoples R ChinaZhejiang Univ, Sch Math Sci, Hangzhou, Peoples R China