| LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES |
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| 作者姓名： | 胡亦钧 明瑞星 杨文权 |
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| 作者单位： | School of Mathematics and Statistics Wuhan University Wuhan 430072，China，School of Mathematics and Statistics Wuhan University，Wuhan 430072，China，School of Mathematics and Statistics Wuhan University，Wuhan 430072，China Department of Mathematics，Jianghran University，Wuhan 430056，China |
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| 基金项目： | Partly supported by the National Natural Science Foundation of China and the Ministry of Education of China，Partly supported by the Science and Technology Research Item of Hubei Provincial Department of Education,Jiaghan University |
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| 摘 要： | M-negatively associated random variables,which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its par- ticular case,are introduced and studied.Large deviation principles and moderate devi- ation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.
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| 关 键 词： | 随机变量 固定序列 大离差 中离差 |
| 收稿时间： | 13 December 2003 |
| 修稿时间： | 2003-12-13 |
Large deviations and moderate deviations for m-negatively associated random variables |
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| Hu Yijun, Ming Ruixing,Yang Wenquan,.LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES[J].Acta Mathematica Scientia,2007,27(4):886-896. |
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| Authors: | Hu Yijun Ming Ruixing Yang Wenquan |
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| Institution: | School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China ;Department of Mathematics, Jianghan University, Wuhan 430056, China |
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| Abstract: | M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved.Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given. |
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| Keywords: | negatively associated random variables stationary sequence strong law of large numbers large deviations moderate deviations |
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