Some strong deviation theorems for dependent stochastic sequence

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Some Strong Deviation Theorems for Dependent Stochastic Sequence

The upper and lower bounds of the sequence of sums 1 an ∑n k=1[ Xk−μk,n bn ] are obtained, where {bn, n ∈ N} are regularly vary functions and {an, n ∈ N} are real constants satisfying an → ∞ as n → ∞. Some strong deviation theorems for arbitrary continuous random sequence {Xn, n ∈ N} are obtained under suitable conditions. Mathematics Subject Classification: 60F15

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ژورنال

عنوان ژورنال: International Mathematical Forum

سال: 2007

ISSN: 1314-7536

DOI: 10.12988/imf.2007.07114