节点文献
NA及B-值随机变量序列的平均移动过程的大偏差原理
Large Deviations for the Moving Average Processes of NA and B-Valued Random Variables
【摘要】 本文在比较一般的条件下建立了两个大偏差原理:平稳NA随机变量序列的平均移动过程的大偏差原理和独立同分布的B-值随机变量序列的平均移动过程的大偏差原理.
【Abstract】 In this article, we build up two large deviations principles under some general conditions: large deviations principle for moving average processes of NA random variables with stationary distribution; large deviations principle for moving average processes of i.i.d. B-valued random variables.
- 【文献出处】 应用概率统计 ,Chinese Journal of Applied Probability and Statisties , 编辑部邮箱 ,2003年04期
- 【分类号】O211.5
- 【被引频次】12
- 【下载频次】84