Large deviation principle for linear processes generated by real stationary sequences under the sub-linear expectation

Abstract

Let be the linear processes, where is an absolutely summable sequence of real numbers and is a sequence of real stationary independent random variables under the sub-linear expectation space In the framework of sub-linear expectation space, the Beveridge–Nelson decomposition of linear processes and the sub-additivity of capacity are used to establish the large deviation principle for linear processes in the sense of upper probability.