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

作　　者：Mingzhou XU 

机构地区：[1]School of Information Engineering,Jingdezhen Ceramic University,Jiangri 333403,P.R.China

出　　处：《Journal of Mathematical Research with Applications》2024年第4期541-550,共10页数学研究及应用（英文版）

基　　金：Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University (Grant No. 102/01003002031);Academic Achievement Re-cultivation Project of Jingdezhen Ceramic University (Grant No. 215/205062777);the Science and Technology Research Project of Jiangxi Provincial Department of Education of China (Grant No. GJJ2201041)。

摘　　要：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.

关 键 词：sample path large deviations independent random variables sub-linear expectation 

分 类 号：O211.5[理学—概率论与数理统计]