LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

doi:10.1016/S0252-9602(07)60086-1

数学物理学报(英文版)

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

胡亦钧; 明瑞星; 杨文权

武汉大学数学与统计学院, 武汉 430072

收稿日期:2003-12-15 修回日期:2005-06-15 出版日期:2007-10-20 发布日期:2007-10-20
通讯作者: 胡亦钧
基金资助:
Partly supported by the National Natural Science Foundation of China and the Ministry of Education of China; Partly supported by the Science and Technology Research Item of Hubei Provincial Department of Education,
Jianghan University

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

Hu Yijun; Ming Ruixing; Yang Wenquan

School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China

Received:2003-12-15 Revised:2005-06-15 Online:2007-10-20 Published:2007-10-20
Contact: Hu Yijun

摘要/Abstract

摘要：

M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large
deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.

关键词: negatively associated random variables, stationary sequence, strong law of large numbers, large deviations, moderate deviations

Abstract:

Key words: negatively associated random variables, stationary sequence, strong law of large numbers, large deviations, moderate deviations

中图分类号:

60F15

胡亦钧; 明瑞星; 杨文权. LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES[J]. 数学物理学报(英文版), 2007, 27(4): 886-896.

Hu Yijun; Ming Ruixing; Yang Wenquan. LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES[J]. Acta mathematica scientia,Series B, 2007, 27(4): 886-896.

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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES

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