LARGE DEVIATIONS FOR SOME WEAKLY DEPENDENT RANDOM-PROCESSES

被引：79

作者：

BURTON, RM ^{[1
]}

DEHLING, H ^{[1
]}

机构：

[1] GRONINGEN STATE UNIV,DEPT MATH,9700 AV GRONINGEN,NETHERLANDS

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 9卷 / 05期

关键词：

cluster process; Large deviation; moving average; weak dependence;

D O I：

10.1016/0167-7152(90)90031-2

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：

In this paper we compute large deviation probabilities for two classes of weakly dependent processes, moving averages of i.i.d. random variables and Poisson center cluster random measures. © 1990.

引用

收藏

页码：397 / 401

页数：5

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[2]

DENKER M, 1988, LARGE DEVIATIONS PRE

[3]

Ellis R.S., 1985, ENTROPY LARGE DEVIAT

[4]

Kallenberg O., 1983, RANDOM MEASURES

[5]

Kerstan J., 1978, WILEY SERIES PROBABI

[6] PSEUDO-FREE ENERGIES AND LARGE DEVIATIONS FOR NON GIBBSIAN FKG MEASURES [J].

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