共查询到20条相似文献,搜索用时 15 毫秒
1.
设{xn,n≥1}是鞅差序列,Sn=∑i=1^n Xi,Xi∈L^p,i≥1,文章研究了混合序列和M-Z序列部分和Sn的大偏差,并得到了和鞅差序列类似的结果. 相似文献
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We prove a large deviations principle for the number of intersections of two independent infinite-time ranges in dimension 5 and greater, improving upon the moment bounds of Khanin, Mazel, Shlosman, and Sinaï [9]. This settles, in the discrete setting, a conjecture of van den Berg, Bolthausen, and den Hollander [15], who analyzed this question for the Wiener sausage in the finite-time horizon. The proof builds on their result (which was adapted in the discrete setting by Phetpradap [12]), and combines it with a series of tools that were developed in recent works of the authors [2, 3, 5]. Moreover, we show that most of the intersection occurs in a single box where both walks realize an occupation density of order 1. © 2022 Wiley Periodicals, Inc. 相似文献
4.
设{Xi,I∈N)是平稳NA随机变量序列且ψ-(1)>0.记经验测度δn=1/n∑I=1δxi,n≥1,借助于弱收敛拓扑下的开集与β度量下的开球之间的关系,证明了{P{δn∈·},n→∞}在(M1(R),ω→)上满足大偏差原理. 相似文献
5.
设{X_i,i∈N)是平稳N A随机变量序列且ψ_(1)>0.记经验测度δ_n=1/n■,借助于弱收敛拓扑下的开集与β度量下的开球之间的关系,证明了{P{δ_n∈·},n→∞}在(M_1(R),■)上满足大偏差原理. 相似文献
6.
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
7.
Marguerite Zani 《Journal of multivariate analysis》2002,81(2):205
We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus. 相似文献
8.
This paper is a further investigation of large deviations for sums of random variables S_n=sum form i=1 to n X_i and S(t)=sum form i=1 to N(t) X_i,(t≥0), where {X_n,n≥1) are independent identically distribution and non-negative random variables, and {N(t),t≥0} is a counting process of non-negative integer-valued random variables, independent of {X_n,n≥1}. In this paper, under the suppose F∈G, which is a bigger heavy-tailed class than C, proved large deviation results for sums of random variables. 相似文献
9.
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and the laws of the holding times are randomly distributed over the integer lattice. Our main result is a quenched large deviation principle for the position of the random walk. The rate function is given by the Legendre transform of the so-called Lyapunov exponents for the Laplace transform of the first passage time. By using this representation, we derive some asymptotics of the rate function in some special cases. 相似文献
10.
Let X
1, X
2,... be a sequence of i.i.d. non-negative random variables with heavy tails. W e study logarithmic asymptotics for the distributions of the partial sums S
n
= X
1 + ··· + X
n
. Our main interest is in the crude estimates P(S
n
> n
x
) n
–x + 1 for appropriate values of x where is a specific parameter. The related conjecture proposed by Gantert (Stat. Probab. Lett. 49, 113–118) is investigated. 相似文献
11.
We obtain precise large deviations for heavy-tailed random sums
, of independent random variables.
are nonnegative integer-valued random variables independent of r.v. (X
i
)i
N with distribution functions F
i. We assume that the average of right tails of distribution functions F
i is equivalent to some distribution function with regularly varying tail. An example with the Pareto law as the limit function is given. 相似文献
12.
Generalized random graphs are considered where the presence or absence of an edge depends on the weights of its nodes. Our main interest is to investigate large deviations for the number of edges per node in such a generalized random graph, where the node weights are deterministic under some regularity conditions, as well as chosen i.i.d. from a finite set with positive components. When the node weights are random variables, obstacles arise because the independence among edges no longer exists, our main tools are some results of large deviations for mixtures. After calculating, our results show that the corresponding rate functions for the deterministic case and the random case are very different. 相似文献
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Bao Zhen-hua 《东北数学》2009,25(3):223-230
In this paper, we study the precise large deviations for the prospectiveloss process with consistently varying tails. The obtained results improve some related known ones. 相似文献
16.
The paper first proves a result on the upper semi-continuityof the entropy map of random bundle maps, and then proves somelarge deviation results for random maps perturbations of anAxiom A diffeomorphism. 相似文献
17.
We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk. Directed, undirected, and stretched polymers, as well as random walk in random environment, are covered. The restriction needed is on the moment of the potential, in relation to the degree of mixing of the ergodic environment. We derive two variational formulas for the limiting quenched free energy and prove a process‐level quenched large deviation principle (LDP) for the empirical measure. As a corollary we obtain LDPs for types of random walks in random environments not covered by earlier results. © 2012 Wiley Periodicals, Inc. 相似文献
18.
We present a hodograph transformation providing solutions for a wide family of multidimensional nonlinear partial differential equations and discuss several applications to concrete examples. 相似文献
19.
Harri Nyrhinen 《Journal of Theoretical Probability》2009,22(1):1-17
Let {S
n
;n=1,2,…} be a random walk in R
d
and E(S
1)=(μ
1,…,μ
d
). Let a
j
>μ
j
for j=1,…,d and A=(a
1,∞)×⋅⋅⋅×(a
d
,∞). We are interested in the probability P(S
n
/n∈A) for large n in the case where the components of S
1 are heavy tailed. An objective is to associate an exact power with the aforementioned probability. We also derive sharper
asymptotic bounds for the probability and show that in essence, the occurrence of the event {S
n
/n∈A} is caused by large single increments of the components in a specific way.
相似文献
20.
A. V. Tchirina 《Journal of Mathematical Sciences》2005,128(1):2640-2655
We study large deviations for sums of functions of -distributed random values normalized by their sample mean. In particular, large deviations are found for several well-known scale-free exponentiality tests such as the Moran and Liliefors tests. We also obtain some new results for a class of goodness-of-fit tests for the uniform distribution based on spacings. Bibliography: 16 titles.__________Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 298, 2003, pp. 252–279. 相似文献