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Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations 被引量:1
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作者 Mingzhou XU 《Journal of Mathematical Research with Applications》 CSCD 2024年第4期541-550,共10页
In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the c... In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sublinear expectation spaces extend the corresponding ones in probability space. 展开更多
关键词 sample path large deviations independent random variables sub-linear expectation
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