Asymptotic behaviour of sum of exponentials of moving averages

被引:1
|
作者
Torrent, N
机构
关键词
D O I
10.1016/S0764-4442(97)88899-4
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let S-n = X-1 +...+ X-n be the nth partial sum of an i.i.d. random variables, (X) over bar(i,k) = Si+k-S-i/k, Z(n)(beta) = Sigma(i=0)(n-k) e(beta k (X) over bar i,k), k = [log n/alpha], and alpha and beta be constants applied to a well chosen measure satisfying a large deviation principle, then we precise the asymptotic behavior of Z(n)(beta) which is different whether beta is smaller or larger than some critical value beta(c).
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页码:517 / 522
页数:6
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