This thesis is devoted to the study of large deviations for kernel density estimator for certain stochastic processes, especially in the dependent case.

• 本篇博士论文主要研究随机过程的核密度估计的大偏差,尤其是对相依随机过程,主要结果是首次把独立同分布情形下的大偏差结果推广到了相依情形。