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作品数：3被引量：10H指数：2
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相关期刊：《Science China Mathematics》《Acta Mathematica Scientia》《Frontiers of Mathematics in China》更多>>
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Moderate deviations and central limittheorem for small perturbationWishart processes
《Frontiers of Mathematics in China》2014年第1期1-15,共15页Lei CHEN Fuqing GAO Shaochen WANG 
Acknowledgements The authors would like to thank anonymous reviewers for their valuable comments and suggestions. This work was supported by the Specialized Research Fund for the Doctoral Program of Higher Education of China （Grant No. 200804860048） and the National Natural Science Foundation of China （Grant No. 11171262）.
Let X^ε be a small perturbation Wishart process with values in the set of positive definite matrices of size m, i.e., the process X^ε is the solution of stochastic differential equation with non-Lipschitz diffusion ...
关键词：Large deviation moderate deviation central limit theorem Wishart vprocess EIGENVALUE 
Moderate deviations and hypothesis testing for signal detection problem被引量：4
《Science China Mathematics》2012年第11期2273-2284,共12页GAO FuQing ZHAO ShouJiang 
supported by National Natural Science Foundation of China (Grant Nos.10871153 and 11171262);the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 200804860048)
Abstract We use moderate deviations to study the signal detection problem for a diffusion model. We establish a moderate deviation principle for the log-likelihood function of the diffusion model. Then applying the mo...
关键词：large deviations moderate deviations signal detection hypothesis testing 
RELATIVE ENTROPY AND LARGE DEVIATIONS UNDER SUBLINEAR EXPECTATIONS被引量：6
《Acta Mathematica Scientia》2012年第5期1826-1834,共9页高付清 徐明周 
supported by the National Natural Science Foundation of China(11171262);the Specialized Research Fund for the Doctoral Program of Higher Education (200804860048)
We give a definition of relative entropy with respect to a sublinear expectation and establish large deviation principle for the empirical measures for independent random variables under the sublinear expectation.
关键词：sublinear expectation relative entropy large deviation empirical measure 
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