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)
文摘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.
