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
收藏
页码：263 / 275
页数：13
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