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LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES 被引量:8

LARGE DEVIATIONS AND MODERATE DEVIATIONS FOR m-NEGATIVELY ASSOCIATED RANDOM VARIABLES
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摘要 M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given. M-negatively associated random variables, which generalizes the classical one of negatively associated random variables and includes m-dependent sequences as its particular case, are introduced and studied. Large deviation principles and moderate deviation upper bounds for stationary m-negatively associated random variables are proved. Kolmogorov-type and Marcinkiewicz-type strong laws of large numbers as well as the three series theorem for m-negatively associated random variables are also given.
出处 《Acta Mathematica Scientia》 SCIE CSCD 2007年第4期886-896,共11页 数学物理学报(B辑英文版)
基金 Partly supported by the National Natural Science Foundation of China and the Ministry of Education of China Partly supported by the Science and Technology Research Item of Hubei Provincial Department of Education,Jiaghan University
关键词 negatively associated random variables stationary sequence strong law of large numbers large deviations moderate deviations negatively associated random variables, stationary sequence, strong law of large numbers, large deviations, moderate deviations
作者简介 E-mail: yijunhu@public.wh.hb.cn.E-mail: y ywqyj@yahoo.com.cn
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