RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS  

作　　者：高付清 徐明周 

机构地区：[1]School of Mathematics and Statistics,Wuhan University

出　　处：《Acta Mathematica Scientia》2012年第5期1826-1834,共9页数学物理学报（B辑英文版）

基　　金：supported by the National Natural Science Foundation of China(11171262);the Specialized Research Fund for the Doctoral Program of Higher Education (200804860048)

摘　　要：We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.

关 键 词：sublinear expectation relative entropy large deviation empirical measure 

分 类 号：O211.67[理学—概率论与数理统计]