Font Size: a A A

Large Deviations For Sum Of UEND And φ-mixing Random Variables With Heavy Tails

Posted on:2015-09-23Degree:MasterType:Thesis
Country:ChinaCandidate:T ZhangFull Text:PDF
GTID:2180330467484600Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
At present, many researchers made great efforts in the area of the precise large deviations and had a lot of inspiring results.φ-mixing sequence is investigated by some researchers, it is widely used in time series and other fields. But to the best of our knowledge, little is known about the asymptotic behavior of sum of random sequence with mixing.In this paper, we obtain the large deviations for sum of non-identically distributed random variables which are Upper Extended Negative Dependent (UEND) and φ-mixing.
Keywords/Search Tags:φ-mixing, Upper Extended Negative Dependent, Non-identically distribu-tion
PDF Full Text Request
Related items