数学研究及应用2024,Vol.44Issue(4) :541-550.DOI:10.3770/j.issn:2095-2651.2024.04.013

Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations

Mingzhou XU
数学研究及应用2024,Vol.44Issue(4) :541-550.DOI:10.3770/j.issn:2095-2651.2024.04.013

Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations

Mingzhou XU1
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作者信息

  • 1. School of Information Engineering,Jingdezhen Ceramic University,Jiangxi 333403,P.R.China
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Abstract

In this work,the sample path large deviations for independent,identically distributed random variables under sub-linear expectations are established.The results obtained in sub-linear expectation spaces extend the corresponding ones in probability space.

Key words

sample path large deviations/independent random variables/sub-linear expectation

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基金项目

Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University(102/01003002031)

Academic Achievement Recultivation Project of Jingdezhen Ceramic University(215/205062777)

Science and Technology Research Project of Jiangxi Provincial Department of Education of China(GJJ2201041)

出版年

2024
数学研究及应用
大连理工大学

数学研究及应用

CSCD
影响因子:0.094
ISSN:2095-2651
参考文献量30
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