| 经验过程大偏差 |
| |
| 引用本文： | 邓波.经验过程大偏差[J].数学杂志,2009,29(3). |
| |
| 作者姓名： | 邓波 |
| |
| 作者单位： | 海军工程大学训练部,湖北武汉,430030 |
| |
| 摘 要： | 本文研究了独立但不同分布的随机变量序列的经验过程大偏差原理.运用Talagrand-Ledoux偏差不等式建立了该经验过程大偏差估计的充分和必要条件.
|
| 关 键 词： | 经验过程 偏差不等式 大偏差原理 |
LARGE DEVIATIONS FOR THE EMPIRICAL PROCESS |
| |
| DENG Bo.LARGE DEVIATIONS FOR THE EMPIRICAL PROCESS[J].Journal of Mathematics,2009,29(3). |
| |
| Authors: | DENG Bo |
| |
| Abstract: | The empirical process which consists of independent but not identical distribution random variables (a collection of bounded functions) is studied. Using Talagrand-Ledoux's deviation inequality, we construct the sufficient and necessary conditions of large deviation estimate for the empirical process. |
| |
| Keywords: | empirical process deviation inequality large deviation principle (LDP) |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
