摘要
本文研究了独立但不同分布的随机变量序列的经验过程大偏差原理.运用Talagrand-Ledoux偏差不等式建立了该经验过程大偏差估计的充分和必要条件.
The empirical process which consists of independent but not identical distribution random variables (a collection of bounded functions) is studied. Using Talagrand-Ledoux' s deviation inequality, we construct the sufficient and necessary conditions of large deviation estimate for the empirical process.
出处
《数学杂志》
CSCD
北大核心
2009年第3期269-272,共4页
Journal of Mathematics
关键词
经验过程
偏差不等式
大偏差原理
empirical process, deviation inequality, large deviation principle (LDP)