Abstract
Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non identical distribution(for short n.i.d.) random sequences. Then we use this strong deviation theorem for the second order n.i.d. random sequences to construct a reasonable model to describe the behavior of the Herd Effect. MSC: 62E10, 62P20, Keywords: Strong deviation theorems, Moving averages, Herd effect