摘要翻译:
本文给出了有界随机变量平稳序列在鞅型条件下的中偏差原理。给出了混合序列函数、收缩马尔可夫链、区间展开映射和圆上对称随机游动的应用。
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英文标题:
《Moderate deviations for stationary sequences of bounded random variables》
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作者:
J\'er\^ome Dedecker (LSTA), Florence Merlev\`ede (PMA), Magda
Peligrad, Sergey Utev
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最新提交年份:
2007
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分类信息:
一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Mathematics 数学
二级分类:Statistics Theory 统计理论
分类描述:Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计:例如统计推断、回归、时间序列、多元分析、
数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类:Statistics 统计学
二级分类:Statistics Theory 统计理论
分类描述:stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近,贝叶斯推论,决策理论,估计,基础,推论,检验。
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英文摘要:
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps of the interval, and symmetric random walks on the circle are given.
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PDF链接:
https://arxiv.org/pdf/711.3924