摘要
本文在比较一般的条件下建立了两个大偏差原理:平稳NA随机变量序列的平均移动过程的大偏差原理和独立同分布的B-值随机变量序列的平均移动过程的大偏差原理.
In this article, we build up two large deviations principles under some general conditions: large deviations principle for moving average processes of NA random variables with stationary distribution; large deviations principle for moving average processes of i.i.d. B-valued random variables.
出处
《应用概率统计》
CSCD
北大核心
2003年第4期363-370,共8页
Chinese Journal of Applied Probability and Statistics