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带双边分布随机变量的大偏差
Large Deviations for Random Variables with Two-sided Distributions
【摘要】 首先得到了非负负相协随机变量以及两个独立非负负相协随机变量差的粗略大偏差,推广了关于非负独立同分布的相应结果.其次得到了一般的带双边分布的随机变量的精致和粗略大偏差.最后得到了负相协随机变量随机和的相应结果.为此给出了负相协随机变量的基本更新定理.
【Abstract】 We firstly obtain some rough large deviations for non-negative negatively associated random variables,and for the differences of two independent sequences of non-negative negatively associated random variables,which extend the corresponding results on non-negative independent and identically distributed random variables. Secondly,we get some precise and rough large deviations results for general random variables with two-sided distributions.Finally,we achieve a corresponding result for random sums of negatively associated random variables.To this end,we give an elementary renewal theorem of negatively associated random variables.
【Key words】 rough large deviation; precise large deviation; negative association;
- 【文献出处】 数学学报 ,Acta Mathematica Sinica , 编辑部邮箱 ,2009年02期
- 【分类号】O211.4
- 【被引频次】5
- 【下载频次】156