期刊文献+

经验过程大偏差(英文)

LARGE DEVIATIONS FOR THE EMPIRICAL PROCESS
下载PDF
导出
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.
作者 邓波
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)
  • 相关文献

参考文献4

  • 1Wu L.. An introduction to large deviations[A]. J. A. Yan, S. Peng, S. Fang and L. M. Wu, Eds, Several Topics in Stochastic Analysis [C]. Beijing: Academic Press of China, 1997,225-336.
  • 2Ledoux, M.. On the Talagrand's Deviation inequalities for product measure[J]. ESA IM, Probability and Statistic, 1996, 1:63-87.
  • 3Dellacheir, C. and Meyer, P. A.. Probabilities et potentiel[M]. Vol 1, Hermann. 1976.
  • 4Wu, L.. Large deviations, moderate deviations and LIL for empirical processes [J]. Annals of Probability, 1994, 22 : 17-27.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部