Moderate deviation principle for m-dependent random variables under the sub-linear expectation

被引:8
|
作者
Guo, Shuang [1 ]
Zhang, Yong [1 ]
机构
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
来源
AIMS MATHEMATICS | 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.
引用
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页码:5943 / 5956
页数:14
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