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Self-normalized large deviations under sublinear expectation

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  • Feng, Xinwei

Abstract

In this paper, we investigate large deviations for self-normalized sums of random variables under sublinear expectation. We establish the upper bound and lower bound for negatively dependent random variables. Moreover, the exact asymptotic upper probability of the self-normalized sums is obtained for independent identically distributed random variables.

Suggested Citation

  • Feng, Xinwei, 2017. "Self-normalized large deviations under sublinear expectation," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 77-83.
    • Handle: RePEc:eee:stapro:v:123:y:2017:i:c:p:77-83
    DOI: 10.1016/j.spl.2016.12.005
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    References listed on IDEAS

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    1. Chen, Pingyan & Sung, Soo Hak, 2016. "On the strong laws of large numbers for weighted sums of random variables," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 87-93.
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