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Large deviation for negatively dependent random variables under sublinear expectation

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  • Zengjing Chen
  • Xinwei Feng

Abstract

In this article, first we give the definition of negatively dependent sequence of random variables under sublinear expectation then we establish large deviation principle for this kind of sequence. Moreover, we obtain the upper bound of moderate deviation principle.

Suggested Citation

  • Zengjing Chen & Xinwei Feng, 2016. "Large deviation for negatively dependent random variables under sublinear expectation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(2), pages 400-412, January.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:2:p:400-412
    DOI: 10.1080/03610926.2015.1006067
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    Cited by:

    1. Peiyu Sun & Dehui Wang & Xili Tan, 2023. "Equivalent Conditions of Complete p-th Moment Convergence for Weighted Sum of ND Random Variables under Sublinear Expectation Space," Mathematics, MDPI, vol. 11(16), pages 1-16, August.

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