Self-normalized large deviations under sublinear expectation

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• 作者：Xinwei Feng ; ^{fengxw121@163.com}
• 关键词：primary ; 60F15 ; secondary ; 60G50
• 刊名：Statistics & Probability Letters
• 出版年：2017
• 出版时间：April 2017
• 年：2017
• 卷：123
• 期：Complete
• 页码：77-83
• 全文大小：391 K
• 卷排序：123

文摘

In this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound and lower bound for negatively dependent random variables. Moreover, the exact asymptotic upper probability of the self-normalized sums is obtained for independent identically distributed random variables.