Moderate deviations for m-dependent random variables with Banach space values
β Scribed by Xia Chen
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 439 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
The random variables (r.vs.) X , . i E S : = ( 1 , 2 ...I, to he dealt uith are measurable mappings from a probability space (9. 91, P ) into a measure space (B, %), R being a RANACH space with a countable hasis (e,),,,, and ' 3 the o-algebra of 13orel sets of B. The type of convergence to be mainly
We consider the problem of optimal stopping of a ΓΏnite sequence of dependent random variables. We explicitly determine the maximum of the stopping value within the FrΓ echet class of all multivariate distributions with given continuous marginals. We show that the maximum is attained for a shu e of m