摘要
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.
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.
基金
supported by the National Natural Science Foundation of China(11171262)
the Specialized Research Fund for the Doctoral Program of Higher Education (200804860048)
