| 相依随机变量列中偏差和大偏差原理的两个结果 |
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| 引用本文： | 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]. 吉林大学学报(理学版), 2006, 44(4): 527-535 |
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| 作者姓名： | 董志山 杨晓云 战英杰 |
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| 作者单位： | 吉林大学,数学研究所,长春,130012;东北师范大学,数学与统计学院,长春,130024;吉林大学,数学研究所,长春,130012;吉林大学,数学研究所,长春,130012;北华大学,数学系,吉林省,吉林,132013 |
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| 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.
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| 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 |
| 文章编号： | 1671-5489(2006)04-0527-09 |
| 收稿时间： | 2005-07-22 |
| 修稿时间： | 2005-07-22 |
Two Results of Moderate Deviation Principle and Large Deviation Principle for Dependent Random Variables |
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| DONG Zhi-shan,YANG Xiao-yun,ZHAN Ying-jie. Two Results of Moderate Deviation Principle and Large Deviation Principle for Dependent Random Variables[J]. Journal of Jilin University: Sci Ed, 2006, 44(4): 527-535 |
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| Authors: | DONG Zhi-shan YANG Xiao-yun ZHAN Ying-jie |
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| Affiliation: | 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 |
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| Abstract: | In this article, we studied the large deviation principle and moderate deviation principle form dependent random variables andφ mixing random variables. We gave the moderate deviation principle form dependent random variables and the large deviation principle for the moving average processes of φ mixing random variables on R d. |
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| Keywords: | m dependent random variable φ mixing random variable moderate deviation principle large deviation principle |
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