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
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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/}
}
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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/