带双边分布随机变量的大偏差  

Large Deviations for Random Variables with Two-sided Distributions

作　　者：杨洋[1,2] 王岳宝[2] 

机构地区：[1]南京审计学院数学与统计学院,南京210029 [2]苏州大学数学科学学院,苏州215006

出　　处：《数学学报（中文版）》2009年第2期289-300,共12页Acta Mathematica Sinica：Chinese Series

基　　金：国家自然科学基金资助项目(10671139);江苏省高校自然科学指导性项目(06KJD110092);南京审计学院一般项目(NSK2007/B01)

摘　　要：首先得到了非负负相协随机变量以及两个独立非负负相协随机变量差的粗略大偏差,推广了关于非负独立同分布的相应结果.其次得到了一般的带双边分布的随机变量的精致和粗略大偏差.最后得到了负相协随机变量随机和的相应结果.为此给出了负相协随机变量的基本更新定理.We firstly obtain some rough large deviations for non-negative negatively associated random variables, and for the differences of two independent sequences of non-negative negatively associated random variables, which extend the corresponding results on non-negative independent and identically distributed random variables. Secondly, we get some precise and rough large deviations results for general random variables with two-sided distributions. Finally, we achieve a corresponding result for random sums of negatively associated random variables. To this end, we give an elementary renewal theorem of negatively associated random variables.

关 键 词：粗略大偏差 精致大偏差 负相协 

分 类 号：O211.4[理学—概率论与数理统计]