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On moderate deviation principle for m-dependent variables with sublinear expectation. / Efremov, E. V.; Logachov, A. V.

в: Siberian Electronic Mathematical Reports, Том 20, № 2, 2023, стр. 961-980.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Efremov, EV & Logachov, AV 2023, 'On moderate deviation principle for m-dependent variables with sublinear expectation', Siberian Electronic Mathematical Reports, Том. 20, № 2, стр. 961-980. https://doi.org/10.33048/semi.2023.20.058

APA

Efremov, E. V., & Logachov, A. V. (2023). On moderate deviation principle for m-dependent variables with sublinear expectation. Siberian Electronic Mathematical Reports, 20(2), 961-980. https://doi.org/10.33048/semi.2023.20.058

Vancouver

Efremov EV, Logachov AV. On moderate deviation principle for m-dependent variables with sublinear expectation. Siberian Electronic Mathematical Reports. 2023;20(2):961-980. doi: 10.33048/semi.2023.20.058

Author

Efremov, E. V. ; Logachov, A. V. / On moderate deviation principle for m-dependent variables with sublinear expectation. в: Siberian Electronic Mathematical Reports. 2023 ; Том 20, № 2. стр. 961-980.

BibTeX

@article{8b14d9ed35e743abbcd07d8a4e44b77e,
title = "On moderate deviation principle for m-dependent variables with sublinear expectation",
abstract = "In this paper, we obtain the moderate deviation principle for sums of m-dependent. strictly stationary random variables in the space with sublinear expectation. Unlike known results, we will require random variables to satisfy a less restrictive Cramer-like condition.",
keywords = "large deviation principle, m-dependent, moderate deviation principle, random variables, stationary sequences, sublinear expectation",
author = "Efremov, {E. V.} and Logachov, {A. V.}",
note = "The work of E.V. Efremov is supported by the Mathematical Center in Akademgorodok under the agreement No. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation. The work of A.V. Logachov is supported by the program of fundamental scientific research SB RAS, Project № FWNF-2022-0010.",
year = "2023",
doi = "10.33048/semi.2023.20.058",
language = "English",
volume = "20",
pages = "961--980",
journal = "Сибирские электронные математические известия",
issn = "1813-3304",
publisher = "Sobolev Institute of Mathematics",
number = "2",

}

RIS

TY - JOUR

T1 - On moderate deviation principle for m-dependent variables with sublinear expectation

AU - Efremov, E. V.

AU - Logachov, A. V.

N1 - The work of E.V. Efremov is supported by the Mathematical Center in Akademgorodok under the agreement No. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation. The work of A.V. Logachov is supported by the program of fundamental scientific research SB RAS, Project № FWNF-2022-0010.

PY - 2023

Y1 - 2023

N2 - In this paper, we obtain the moderate deviation principle for sums of m-dependent. strictly stationary random variables in the space with sublinear expectation. Unlike known results, we will require random variables to satisfy a less restrictive Cramer-like condition.

AB - In this paper, we obtain the moderate deviation principle for sums of m-dependent. strictly stationary random variables in the space with sublinear expectation. Unlike known results, we will require random variables to satisfy a less restrictive Cramer-like condition.

KW - large deviation principle

KW - m-dependent

KW - moderate deviation principle

KW - random variables

KW - stationary sequences

KW - sublinear expectation

UR - https://www.scopus.com/record/display.uri?eid=2-s2.0-85178289417&origin=inward&txGid=44c4fd5fb9dce1a3aa05b0b4aca346cf

UR - https://www.mendeley.com/catalogue/40114707-613e-3231-aa0d-914e6fb67be1/

U2 - 10.33048/semi.2023.20.058

DO - 10.33048/semi.2023.20.058

M3 - Article

VL - 20

SP - 961

EP - 980

JO - Сибирские электронные математические известия

JF - Сибирские электронные математические известия

SN - 1813-3304

IS - 2

ER -

ID: 59448831