Relative entropy and large deviations under sublinear expectations |
| |
| Authors: | Gao Fuqing Xu Mingzhou |
| |
| Institution: | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
| |
| Abstract: | We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation. |
| |
| Keywords: | sublinear expectation relative entropy large deviation empirical measure |
| 本文献已被 ScienceDirect 等数据库收录！ |
