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Large Deviations and Centrallimit Theorems for Eyraud-Farlie-Gumbel-Morgenstern Processes

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Please use this identifier to cite or link to this item:https://doi.org/10.14943/83399

Title: Large Deviations and Centrallimit Theorems for Eyraud-Farlie-Gumbel-Morgenstern Processes
Authors: Mikami, T. Browse this author
Keywords: Eyraud-Farlie-Gurnbel-Morgenstern process
weak low of large numbers
large deviations theorem
central limit theorem
Issue Date: 1-Jul-1994
Publisher: Department of Mathematics, Hokkaido University
Journal Title: Hokkaido University Preprint Series in Mathematics
Volume: 252
Start Page: 1
End Page: 9
Abstract: Let {Xn}􀁈1 be a Eyraud-Farlie-Gumbel-Morgenstern process. Put Sn = E􀀅=l Xk. In this paper we prove the large deviations theorem for Bn/n, and the central limit theorem for Bn/n112 , as n - ∞.
Type: bulletin (article)
URI: http://hdl.handle.net/2115/69003
Appears in Collections:理学院・理学研究院 (Graduate School of Science / Faculty of Science) > Hokkaido University Preprint Series in Mathematics

Submitter: 数学紀要登録作業用

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