相依随机变量列中偏差和大偏差原理的两个结果

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

Abstract

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

CLC Number:

O211.4

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.

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

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