| 自正则化大偏差的一个注记 |
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| 引用本文： | 邵启满. 自正则化大偏差的一个注记[J]. 应用概率统计, 2006, 22(4): 358-362 |
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| 作者姓名： | 邵启满 |
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| 作者单位： | 香港科技大学数学系,香港;美国俄勒冈大学数学系,美国;浙江大学数学系,杭州,310027 |
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| 基金项目： | The research is partially supported by DAG 05/06.SC27 at HKUST. |
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| 摘 要： | 设$X_1,X_2,cdots$为一列独立同分布的随机变量序列bd 邵(1997)在没有任何矩条件下建立了自正则化大偏差定理, 但其上界的证明相当复杂bd 为此, 本文给出了一个简洁的证明
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| 关 键 词： | 自正则化部分和 大偏差 |
| 收稿时间： | 2006-04-30 |
| 修稿时间： | 2006-04-30 |
A Note on the Self-Normalized Large Deviation |
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| SHAO QIMAN. A Note on the Self-Normalized Large Deviation[J]. Chinese Journal of Applied Probability and Statisties, 2006, 22(4): 358-362 |
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| Authors: | SHAO QIMAN |
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| Affiliation: | Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong; Department of Mathematics, University of Oregon, Eugene, OR 97403, USA; Department of Mathematics, Zhejiang University, Hangzhou, 310027 |
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| Abstract: | Let X_1,X_2,...be a sequence of i.i.d,random variables.Shao(1997)established a self- normalized large deviation without any moment assumption.However,the proof of the upper bound was quite complicated.In this note we give a much simpler proof. |
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| Keywords: | Self-normalized partial sums large deviation. |
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