Moderate deviations for a class of recursions

被引：1
|
作者：
Wang, Shaochen [1 ]
机构：
[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 10期
基金：
中国国家自然科学基金;
关键词：
Moderate deviations; Stochastic recursions;
D O I：
10.1016/j.spl.2013.06.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we establish a moderate deviation principle for a class of recursions which have the form of Z(n+1) = (1 - Gamma(n+1)/g(n)) Z(n) + Vn+1/root g(n), where g(n) are constants, V-n, Gamma(n) are random variables for any n >= 1. These recursions often occur in stochastic approximation algorithms. (C) 2013 The Author. Published by Elsevier B.V. All rights reserved.
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页码：2348 / 2352
页数：5
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