On the moderate deviation principle for $m$-dependent random variables with sublinear expectation
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 2, pp. 961-980

Voir la notice de l'article provenant de la source Math-Net.Ru

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, moderate deviation principle, sublinear expectation, $m$-dependent random variables, stationary sequences.
@article{SEMR_2023_20_2_a28,
     author = {E. V. Efremov and A. V. Logachov},
     title = {On the moderate deviation principle for $m$-dependent random variables with sublinear expectation},
     journal = {Sibirskie \`elektronnye matemati\v{c}eskie izvesti\^a},
     pages = {961--980},
     publisher = {mathdoc},
     volume = {20},
     number = {2},
     year = {2023},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a28/}
}
TY  - JOUR
AU  - E. V. Efremov
AU  - A. V. Logachov
TI  - On the moderate deviation principle for $m$-dependent random variables with sublinear expectation
JO  - Sibirskie èlektronnye matematičeskie izvestiâ
PY  - 2023
SP  - 961
EP  - 980
VL  - 20
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a28/
LA  - en
ID  - SEMR_2023_20_2_a28
ER  - 
%0 Journal Article
%A E. V. Efremov
%A A. V. Logachov
%T On the moderate deviation principle for $m$-dependent random variables with sublinear expectation
%J Sibirskie èlektronnye matematičeskie izvestiâ
%D 2023
%P 961-980
%V 20
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a28/
%G en
%F SEMR_2023_20_2_a28
E. V. Efremov; A. V. Logachov. On the moderate deviation principle for $m$-dependent random variables with sublinear expectation. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 20 (2023) no. 2, pp. 961-980. http://geodesic.mathdoc.fr/item/SEMR_2023_20_2_a28/