Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

✍ Scribed by Toshio Mikami

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 228 KB
• Volume: 35
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00218-0

✦ Synopsis

n Let {X,},~=, be a Eyraud-Farlie~Gumbel-Morgenstem process. Put S, -~-~k=l Xk. In this paper we prove the large deviations theorem for S,/n, and the central limit theorem for S,/n 1'2, as n --+ cx~.