Upper Large Deviations for Mixing Random Sequence
Upper Large Deviations for Mixing Random Sequence作者机构:College of Mathematics Jilin University Changchun 130012
出 版 物:《Communications in Mathematical Research》 (数学研究通讯(英文版))
年 卷 期:2010年第26卷第3期
页 面:219-229页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:The NSF (10571073) of China 985 Program of Jilin University
主 题:mixing sequence empirical measure large deviation
摘 要:In this article, we prove upper large deviations for the empirical measure generated by stationary mixing random sequence under some suitable assumptions and upper large deviations for the mixing random sequence.