共查询到19条相似文献，搜索用时 93 毫秒
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本文把 Cramer 关于独立同分布随机变量序列部分和的大偏差的一个定理推广到独立不同分布随机变量序列的情形,获得了如下结果:定理设{X_j)j>1是实值独立随机变量序列,F_j(x)是 X_j 的分布,如果 相似文献
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利用ND随机变量序列的矩不等式、极大值不等式以及随机变量的截尾方法,重点研究了ND随机变量序列部分和的大偏差结果和强收敛性,推广了文献中一些相依随机变量序列的若干相应结果. 相似文献
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研究了ρ混合序列的收敛性质,利用得到的结果和ρ混合序列的矩不等式讨论了ρ混合序列乘积和的强收敛性质. 相似文献
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E—值独立随机变量部分和大偏差及应用 总被引：2，自引：0，他引：2
梅国平 《高校应用数学学报(A辑)》1994,(3):279-287
本文给出了Ｅ－值随机变量之部分和大偏差定理（Ｅ是一类局部凸空间）。作为其应用，解决了独立弱收敛随机变量列的经验分布的大偏差问题，从而推广了Ｄｏｎｓｋｅｒ－Ｖａｒａｄｈａｎ的结果。 相似文献
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设{Xi,I∈N)是平稳NA随机变量序列且ψ-(1)＞0.记经验测度δn=1/n∑I=1δxi,n≥1,借助于弱收敛拓扑下的开集与β度量下的开球之间的关系,证明了{P{δn∈·},n→∞}在(M1(R),ω→)上满足大偏差原理. 相似文献
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设{X_i,i∈N)是平稳N A随机变量序列且ψ_(1)＞0．记经验测度δ_n=1/n■,借助于弱收敛拓扑下的开集与β度量下的开球之间的关系,证明了{P{δ_n∈·},n→∞}在(M_1(R),■)上满足大偏差原理． 相似文献
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梅国平 《高校应用数学学报(A辑)》1994,(3)
本文给出了Ｅ－值随机变量之部分和的大偏差定理（Ｅ是一类局部凸空间）．作为其应用，解决了独立弱收敛随机变量列的经验分布的大偏差问题，从而推广了Ｄｏｎｓｋｅｒ－Ｖａｒａｄｈａｎ的结果。 相似文献
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This paper is a further investigation of large deviations for sums of random variables S_n=sum form i=1 to n X_i and S(t)=sum form i=1 to N(t) X_i,(t≥0), where {X_n,n≥1) are independent identically distribution and non-negative random variables, and {N(t),t≥0} is a counting process of non-negative integer-valued random variables, independent of {X_n,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables. 相似文献
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We obtain precise large deviations for heavy-tailed random sums
, of independent random variables.
are nonnegative integer-valued random variables independent of r.v. (X
i
)i
N with distribution functions F
i. We assume that the average of right tails of distribution functions F
i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given. 相似文献
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在负象限相依结构下, 得到了支撑在 (-∞,∞) 上的 D 族随机变量非中心化以及中心化部分和的精致大偏差. 同时, 还在较弱的条件下, 得到了相应的中心化随机和的精致大偏差. 相似文献
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在负象限相依结构下,得到了支撵在(-∞,∞)上的(D)族随机变量非中心化以及中心化部分和的精致大偏差.同时,还在较弱的条件下,得到了相应的中心化随机和的精致大偏差. 相似文献
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Leonas Saulis 《Acta Appl Math》1999,58(1-3):291-310
The work is designated for obtaining asymptotic expansions and determination of structures of the remainder terms that take into consideration large deviations both in Cramer zones and Linnik power zones for the distribution function of sums of independent nonidentically distributed random variables (r.v.). In this scheme of summation of r.v., the results are obtained first by mainly using the general lemma on large deviations considering asymptotic expansions for an arbitrary r.v. with regular behaviour of its cumulants [11]. Asymptotic expansions in the Cramer zone for the distribution function of sums of identically distributed r.v. were investigated in the works [1,2]. Note that asymptotic expansions for large deviations were first obtained in the probability theory by J. Kubilius [3]. 相似文献
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Let {X, X_k : k ≥ 1} be a sequence of independent and identically distributed random variables with a common distribution F. In this paper, the authors establish some results on the local precise large and moderate deviation probabilities for partial sums S_n =sum from i=1 to n(X_i) in a unified form in which X may be a random variable of an arbitrary type,which state that under some suitable conditions, for some constants T 0, a and τ 1/2and for every fixed γ 0, the relation P(S_n- na ∈(x, x + T ]) ~nF((x + a, x + a + T ]) holds uniformly for all x ≥γn~τ as n→∞, that is, P(Sn- na ∈(x, x + T ]) lim sup- 1 = 0.n→+∞x≥γnτnF((x + a, x + a + T ])The authors also discuss the case where X has an infinite mean. 相似文献
