| Sample Path Large Deviations for Independent Random Variables under Sub-Linear Expectations |
| Received:August 01, 2023 Revised:December 16, 2023 |
| Key Words:
sample path large deviations independent random variables sub-linear expectation
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| Fund Project:Supported by the 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) and the Science and Technology Research Project of Jiangxi Provincial Department of Education of China (Grant No.GJJ2201041). |
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| Abstract: |
| In this work, the sample path large deviations for independent, identically distributed random variables under sub-linear expectations are established. The results obtained in sub-linear expectation spaces extend the corresponding ones in probability space. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2024.04.013 |
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