相依随机变量列中偏差和大偏差原理的两个结果

相依随机变量列中偏差和大偏差原理的两个结果

董志山¹,², 杨晓云¹, 战英杰¹,³

1. 吉林大学数学研究所, 长春 130012; 2. 东北师范大学数学与统计学院, 长春 130024; 3. 北华大学数学系, 吉林省吉林 132013

收稿日期:2005-07-22 修回日期:1900-01-01 出版日期:2006-07-26 发布日期:2006-07-26
通讯作者: 杨晓云

Two Results of Moderate Deviation Principle andLarge Deviation Principle for Dependent Random Variables

DONG Zhishan¹,², YANG Xiaoyun¹, ZHAN Yingjie¹,³

1. Institute of Mathematics, Jilin University, Changchun 130012, China; 2. School of Mathematics and Statistics, Northeast Normal University, Changchun 130024, China; 3. Department of Mathematics, Beihua University, Jilin 132013, Jilin Province, China

Received:2005-07-22 Revised:1900-01-01 Online:2006-07-26 Published:2006-07-26
Contact: YANG Xiaoyun

摘要/Abstract

摘要： 研究m相依和φ混合随机变量列的中偏差原理和大偏差原理. 得到了m相依随机变量列的中偏差原理和有限维φ混合随机变量列所产生的平均移动过程的大偏差原理.

关键词: m相依随机变量, φ混合随机变量, 中偏差原理, 大偏差原理

Abstract: In this article, we studied the large deviation principle and moderate deviation principle formdependent random variables andφmixing random variables. We gave the moderate deviation principle form dependent random variables and the large deviation principle for the moving average processes of φmixing random variables on R d.

Key words: m dependent random variable, φmixing random variable, moderate deviation principle, large deviation principle

中图分类号:

O211.4

董志山,, 杨晓云, 战英杰,. 相依随机变量列中偏差和大偏差原理的两个结果[J]. J4, 2006, 44(04): 527-535.

DONG Zhishan,, YANG Xiaoyun, ZHAN Yingjie,. Two Results of Moderate Deviation Principle andLarge Deviation Principle for Dependent Random Variables[J]. J4, 2006, 44(04): 527-535.