Moderate deviations for martingales and mixing random processes

被引：36

作者：

Gao, FQ

机构：

[1] Department of Mathematics, Hubei University

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1996年 / 61卷 / 02期

基金：

中国国家自然科学基金;

关键词：

large deviations; moderate deviations; martingale; mixing processes; Markov processes;

D O I：

10.1016/0304-4149(95)00078-X

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：

We obtain a moderately large deviation theorem for martingales. Then this result is applied to prove that the empirical measures of a stationary phi-mixing sequence of random variables satisfy moderately large deviation principle when Sigma(n=1)((+infinity (n) < + infinity. Another application shows that the empirical measures of a Markov process obey uniformly moderately large deviation principle under Doeblin recurrence.

引用

页码：263 / 275

页数：13

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