Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation
We are interested in the linear processes generated by dependent sequences under sub-linear expectation. Using the Beveridge–Nelson decomposition of linear processes and the inequalities, the moderate deviation principle for linear processes produced by an m-dependent sequence is established. We als...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-08-01
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| Series: | Axioms |
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| Online Access: | https://www.mdpi.com/2075-1680/12/8/781 |
| _version_ | 1797585499641085952 |
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| author | Peiyu Sun Dehui Wang Xue Ding Xili Tan Yong Zhang |
| author_facet | Peiyu Sun Dehui Wang Xue Ding Xili Tan Yong Zhang |
| author_sort | Peiyu Sun |
| collection | DOAJ |
| description | We are interested in the linear processes generated by dependent sequences under sub-linear expectation. Using the Beveridge–Nelson decomposition of linear processes and the inequalities, the moderate deviation principle for linear processes produced by an m-dependent sequence is established. We also prove the upper bound of the moderate deviation principle for linear processes produced by negatively dependent sequences via different methods from m-dependent sequences. These conclusions promote and improve the corresponding results from the traditional probability space to the sub-linear expectation space. |
| first_indexed | 2024-03-11T00:07:59Z |
| format | Article |
| id | doaj.art-ea3448dcd77a4cd8ab4de2929c408b09 |
| institution | Directory Open Access Journal |
| issn | 2075-1680 |
| language | English |
| last_indexed | 2024-03-11T00:07:59Z |
| publishDate | 2023-08-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Axioms |
| spelling | doaj.art-ea3448dcd77a4cd8ab4de2929c408b092023-11-19T00:15:10ZengMDPI AGAxioms2075-16802023-08-0112878110.3390/axioms12080781Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear ExpectationPeiyu Sun0Dehui Wang1Xue Ding2Xili Tan3Yong Zhang4School of Mathematics, Jilin University, Changchun 130012, ChinaSchool of Mathematics and Statistics, Liaoning University, Shenyang 110031, ChinaSchool of Mathematics, Jilin University, Changchun 130012, ChinaSchool of Mathematics and Statistics, Beihua University, Jilin 132000, ChinaSchool of Mathematics, Jilin University, Changchun 130012, ChinaWe are interested in the linear processes generated by dependent sequences under sub-linear expectation. Using the Beveridge–Nelson decomposition of linear processes and the inequalities, the moderate deviation principle for linear processes produced by an m-dependent sequence is established. We also prove the upper bound of the moderate deviation principle for linear processes produced by negatively dependent sequences via different methods from m-dependent sequences. These conclusions promote and improve the corresponding results from the traditional probability space to the sub-linear expectation space.https://www.mdpi.com/2075-1680/12/8/781moderate deviation principlelinear processm-dependentnegatively dependentsub-linear expectation |
| spellingShingle | Peiyu Sun Dehui Wang Xue Ding Xili Tan Yong Zhang Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation Axioms moderate deviation principle linear process m-dependent negatively dependent sub-linear expectation |
| title | Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation |
| title_full | Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation |
| title_fullStr | Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation |
| title_full_unstemmed | Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation |
| title_short | Moderate Deviation Principle for Linear Processes Generated by Dependent Sequences under Sub-Linear Expectation |
| title_sort | moderate deviation principle for linear processes generated by dependent sequences under sub linear expectation |
| topic | moderate deviation principle linear process m-dependent negatively dependent sub-linear expectation |
| url | https://www.mdpi.com/2075-1680/12/8/781 |
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