共查询到20条相似文献,搜索用时 31 毫秒
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MODERATE DEVIATIONS AND LARGE DEVIATIONS FOR A TEST OF SYMMETRY BASED ON KERNEL DENSITY ESTIMATOR 总被引:1,自引:0,他引:1
Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup |fn(x) - fn(-x) |. 相似文献
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本文研究了一类独立重尾随机变量随机和S(t)∧=∑k=1^N(t)Xk,t≥0的大偏差概率,其中{N(t),t≥0}是一放大晨负整数值随机变量;{Xn,n≥1}是非负,独立随机变量序列,并与{N(t),t≥0}独立。本文的结果将{Xn,n≥1}为独立同分布情形推广到了独立不同分布情形。 相似文献
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Precise Large Deviations for Sums of Negatively Associated Random Variables with Common Dominatedly Varying Tails 总被引:1,自引:0,他引:1
Yue Bao WANG Kai Yong WANG Dong Ya CHENG 《数学学报(英文版)》2006,22(6):1725-1734
In this paper, we obtain results on precise large deviations for non-random and random sums of negatively associated nonnegative random variables with common dominatedly varying tail distribution function. We discover that, under certain conditions, three precise large-deviation prob- abilities with different centering numbers are equivalent to each other. Furthermore, we investigate precise large deviations for sums of negatively associated nonnegative random variables with certain negatively dependent occurrences. The obtained results extend and improve the corresponding results of Ng, Tang, Yan and Yang (J. Appl. Prob., 41, 93-107, 2004). 相似文献
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利用ND随机变量序列的矩不等式、极大值不等式以及随机变量的截尾方法,重点研究了ND随机变量序列部分和的大偏差结果和强收敛性,推广了文献中一些相依随机变量序列的若干相应结果. 相似文献
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本文研究一维Wiener sausage.利用布朗运动的相关性质和收缩原理,得到p个Wiener sausage相交部分长度的中偏差和重对数律. 相似文献
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研究了服从长尾分布族上的随机变量和的精确大偏差问题,其中假设代表索赔额的随机变量序列是一列宽上限相依的、不同分布的随机变量序列。在给定一些假设条件下,得到了部分和与随机和的两种一致渐近结论。 相似文献
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We consider independent geometric distributed random variables which satisfy suitable hypotheses. We study large and moderate deviations for their empirical means, and we illustrate applications of the large deviation results for the weak record values of i.i.d. discrete random variables. 相似文献
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华志强 《纯粹数学与应用数学》2015,(4):360-366
从保险的实际出发,研究服从长尾分布族(L族)上的多元风险模型中随机变量序列的部分和的精确大偏差,其中假设随机变量序列是一列延拓负相依(END)的、同分布的随机变量序列,利用基于求L族的精确大偏差的方法得到了随机变量部分和的渐近下界. 相似文献
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本文研究了线性模型的最小二乘估计的中偏差.通过估计Laplace渐近积分,得到了随机误差为取值于Rd的相互独立同分布随机变量情形下的中偏差与重对数律的结果. 相似文献
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We investigate the precise large deviations of random sums of negatively dependent random variables with consistently varying tails. We find out the asymptotic behavior of precise large deviations of random sums is insensitive to the negative dependence. We also consider the generalized dependent compound renewal risk model with consistent variation, which including premium process and claim process, and obtain the asymptotic behavior of the tail probabilities of the claim surplus process. 相似文献
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重尾平稳序列的大偏差 总被引:3,自引:0,他引:3
本文给出了一类重尾的随机变量序列{Xn,n≥1}的部分和Sn=∑i=1 n Xi与随机和S(t)=∑i=1^N(t) Xi的大偏差结果其中{N(t),t≥)}是一族非负整值的随机变量,{Xn,n≥1}是非负的平稳过程,并且与{N(t),t≥0}独立。本文将独立同分布情形的结果掖到了平稳相依的情形。 相似文献
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Xia Chen 《Journal of Theoretical Probability》2006,19(3):721-739
We establish moderate and small deviations for the ranges of integer valued random walks. Our theorems apply to the limsup
and the liminf laws of the iterated logarithm.
We establish moderate and small deviations for the ranges of integer valued random walks. Our theorems apply to the limsup
and the liminf laws of the iterated logarithm. 相似文献
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XieQuan Fan 《中国科学 数学(英文版)》2017,60(12):2465-2480
We show large deviation expansions for sums of independent and bounded from above random variables. Our moderate deviation expansions are similar to those of Cram′er(1938), Bahadur and Ranga Rao(1960), and Sakhanenko(1991). In particular, our results extend Talagrand's inequality from bounded random variables to random variables having finite(2 + δ)-th moments, where δ∈(0, 1]. As a consequence,we obtain an improvement of Hoeffding's inequality. Applications to linear regression, self-normalized large deviations and t-statistic are also discussed. 相似文献
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Li Liu 《中国科学 数学(英文版)》2010,53(6):1421-1434
This paper studies the moderate deviations of real-valued extended negatively dependent (END) random variables with consistently varying tails. The moderate deviations of partial sums are first given. The results are then used to establish the necessary and sufficient conditions for the moderate deviations of random sums under certain circumstances. 相似文献
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A. N. Frolov 《Journal of Mathematical Sciences》2010,167(4):566-573
We derive logarithmic asymptotics for probabilities of large deviations for some iterated processes. We show that under appropriate
conditions, these asymptotics are the same as those for sums of independent random variables. When these conditions do not
hold, the asymptotics of large deviations for iterated processes are quite different. When the iterated process is a homogeneous
process with independent increments in which time is replaced by random one, the behavior of large and moderate deviations
is studied in the case of finite variance. For this case, the following one-sided moment restriction are considered: the Cramèr
condition, the Linnik condition, and the existence of moment of order p > 2 for a positive part. Bibliography: 6 titles. 相似文献
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Hu Yijun 《数学年刊B辑(英文版)》1996,17(2):149-158
The results of Bryc on large deviations for empirical measures of stationary Φ-mixing sequences are extended. Bryc states his results in the usual weak topology on the space ofprobability measures. In this paper, under somewhat weaker assumptions than those of Bryc,the author extends Bryc's results by taking the finer topology which is generated by the integralsover bounded measurable functions. 相似文献
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In this article, we prove upper large deviations for the empirical measure generated by stationary mixing random sequence under some suitable assumptions and upper large deviations for the mixing random sequence. 相似文献