| 有限相依随机过程的Cramér定理 |
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| 引用本文： | 高付清.有限相依随机过程的Cramér定理[J].湖北大学学报(自然科学版),1991(3). |
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| 作者姓名： | 高付清 |
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| 作者单位： | 湖北大学数学系 |
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| 摘 要： | 设ζ_1ζ_n(n≥1)是i.i.d.实值随机变量,a_1,…,a_m是一组实数。定义X_a=sum from i=1 to (?) (a_iζ_i+a,(?)=1/n sum from i=1 to n (X_a)。)本文证明:若Eexp(tζ)<∞(A|t|<η),则服从大偏差原理。
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| 关 键 词： | Cramér定理 有限相依随机过程 大偏差 |
CRAMER'S THEOREM FOR m-DEPENDENT RANDOM PROCESSES |
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| Gao Fuqing.CRAMER''''S THEOREM FOR m-DEPENDENT RANDOM PROCESSES[J].Journal of Hubei University(Natural Science Edition),1991(3). |
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| Authors: | Gao Fuqing |
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| Institution: | Department of Mathematics |
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| Abstract: | Let n>l,be i. i. d. real valued random variables with Eexp(t)< for t in some neighborhood of 0. Let a1,... , am be real numbers. Define We prove that
satisfies the large deviation principle. |
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| Keywords: | Cramer's theorem m-dependent random process Large deviation |
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