On moderate deviation principle for m-dependent variables with sublinear expectation

On moderate deviation principle for m-dependent variables with sublinear expectation Full article

Journal

Сибирские электронные математические известия (Siberian Electronic Mathematical Reports)
, E-ISSN: 1813-3304

Output data

Year: 2023, Volume: 20, Number: 2, Pages: 961-980 Pages count : 20 DOI: 10.33048/semi.2023.20.058

Tags

large deviation principle, moderate deviation principle, sublinear expectation, m-dependent random variables, stationary sequences.

Authors

Efremov E.V. ¹ , Logachov A.V. ^2,3

Affiliations

1	Novosibirsk State University
2	Lab. of Probability Theory and Math. Statistics, Sobolev Institute of Mathematics
3	Dep. of Computer Science in Economics, Novosibirsk State Technical University

Funding (2)

1	Sobolev Institute of Mathematics	FWNF-2022-0010
2	Mathematical Center in Akademgorodok	075-15-2022-282

In this paper, we obtain the moderate deviation principle for sums of m-dependent strictly stationary random variables in the space with sublinear expectation. Unlike known results, we will require random variables to satisfy a less restrictive Cramer-like condition.

Efremov E.V. , Logachov A.V.
On moderate deviation principle for m-dependent variables with sublinear expectation
Сибирские электронные математические известия (Siberian Electronic Mathematical Reports). 2023. V.20. N2. P.961-980. DOI: 10.33048/semi.2023.20.058 WOS Scopus

Submitted:	Sep 1, 2023
Accepted:	Nov 1, 2023
Published print:	Nov 12, 2023
Published online:	Nov 12, 2023

Web of science:	WOS:001102179300002
Scopus:	2-s2.0-85178289417

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