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.

     

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