B-值独立随机元部分和的大偏差

On the Large Deviation of Sums of B-valued Independent Random Vectors

本文证明了B-值独立弱收敛随机元序列部分和的大偏差的几个结果,推广了Donsker和Varadhan定理,并说明在本文的条件下,一个经典结果不再成立.

Donsker and Varadhan' s theorem states that the basic result on large deviations for sums of i. i. d. Banach space valued random vectors holds when the exponential integrability condition is satisfied. In this paper,some extensive results have been proved.