Journal of the Korean Mathematical Society (대한수학회지)
- Volume 32 Issue 2
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- Pages.279-287
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- 1995
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
Large Deviations for random walks with time stationary random distribution function
- Hong, Dug-Hun (Department of Statistics Taegu Hyosung Catholic University )
- Published : 1995.05.01
Abstract
Let $F$ be a set of distributions on R with the topology of weak convergence, and let $A$ be the $\sigma$-field generated by the open sets. We denote by $F_1^\infty$ the space consisting of all infinite sequence $(F_1, F_2, \cdots), F_n \in F and R_1^\infty$ the space consisting of all infinite sequences $(x_1, x_2, \cdots)$ of real numbers. Take the $\sigma$-field $F_1^\infty$ to be the smallest $\sigma$-field of subsets of $F_1^\infty$ containing all finite-dimensional rectangles and take $B_1^\infty$ to be the Borel $\sigma$-field $R_1^\infty$.