应用数学2004,Vol.17Issue(2):277-284,8.
离散随机序列随机和的一类强偏差定理
Some Strong Deviation Theorems for Random Sum of Discrete Stochastic Sequence
摘要
Abstract
In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequences,as a measure of "dissimilarity"between their joint distributions and the product of their marginals, is introduced. Construct a. s. convergence supermartingale by means of truncation method and under suitable restrict Chung-Teicher type conditions, some strong deviation theorems for arbitrary discrete stochastic sequence are obtained.关键词
离散随机序列/极限随机对数似然比/强偏差定理Key words
Discrete random sequence/Limit random logarithmic likelihood ratio/Strong deviation theorem分类
数理科学引用本文复制引用
汪忠志,刘文..离散随机序列随机和的一类强偏差定理[J].应用数学,2004,17(2):277-284,8.基金项目
Supported by Anhui high education research grant(2002Kj054) (2002Kj054)