ON LARGE DEVIATIONS FOR UNIFORMLY STRONG MIXING SEQUENCES

被引：26

作者：

BRYC, W

机构：

[1] Department of Mathematics, University of Cincinnati, Cincinnati, OH

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1992年 / 41卷 / 02期

关键词：

LARGE DEVIATIONS; UNIFORM STRONG MIXING;

D O I：

10.1016/0304-4149(92)90120-F

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove the large deviation principle for the arithmetic means of a uniform strong mixing stationary sequence which has either fast enough phi-mixing rate or is psi-mixing.

引用

页码：191 / 202

页数：12

共 19 条

[1]

[Anonymous], STRUCTURE ASYMPTOTIC

[2] A LIMITATION OF MARKOV REPRESENTATION FOR STATIONARY-PROCESSES [J].

BERBEE, HCP ;

BRADLEY, RC .

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 18 (01) :33-45

[3]

BOWEN R, 1975, LECTURE NOTES MATH, V470

[4]

Bradley R.C., 1986, PROG PROBAB STAT, V11

[5]

BRADLEY RC, 1980, DUKE MATH J, V47, P421

[6] ON THE PSI-MIXING CONDITION FOR STATIONARY RANDOM SEQUENCES [J].

BRADLEY, RC .

TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1983, 276 (01) :55-66

[7]

BRYC W, 1990, P C DIFF PROC, P447

[8]

BRYC W, IN PRESS ANN PROBAB

[9] THE LARGE DEVIATION PRINCIPLE FOR HYPERMIXING PROCESSES [J].

CHIYONOBU, T ;

KUSUOKA, S .

PROBABILITY THEORY AND RELATED FIELDS, 1988, 78 (04) :627-649

[10]

DEACOSTA A, 1985, Z WAHRSCHEINLICHKEIT, V69, P551

← 1 2 →