| 高阶广义正规变化尾的随机游动的大偏差估计 |
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| 引用本文： | 王丽.高阶广义正规变化尾的随机游动的大偏差估计[J].淮阴师范学院学报(自然科学版),2012(3):230-234. |
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| 作者姓名： | 王丽 |
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| 作者单位： | 宿迁学院教师教育系 |
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| 摘 要： | 研究高阶广义正规变化条件下随机游动的大偏差估计.假设独立同分布的随机变量的尾分布是高阶广义正规变化函数,得到一个大偏差估计.利用高阶广义正规变化条件的一个等价形式,得到由独立同分布(i.i.d)随机变量生成的随机游动的大偏差Vn(x)=P{Sn>x}的估计.
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| 关 键 词： | 大偏差 随机游动 广义正规变化 |
The Estimation of Large Deviation of Random Walk with High Order General Regular Variation Tails |
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| WANG Li.The Estimation of Large Deviation of Random Walk with High Order General Regular Variation Tails[J].Journal of Huaiyin Teachers College(Natrual Science Edition),2012(3):230-234. |
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| Authors: | WANG Li |
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| Institution: | WANG Li(Department of Teacher Education,Suqian College,Suqian Jiangsu 223800,China) |
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| Abstract: | In this paper the estimation of large deviation of random walk with high order general regular variation condition is studied.We propose the tails of independent and identically distributed(i.i.d) random variables have high order general regular variation,and then obtain the estimation of the large deviation probabilities for partial sums.We also use a equivalent condition of high order general variation condition,under the equivalent condition we obtain the estimation of Vn(x)=P{Sn>x}. |
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| Keywords: | large deviation random walk general regular variation |
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