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离散随机序列随机和的一类强偏差定理

汪忠志 刘文

应用数学2004,Vol.17Issue(2):277-284,8.
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

汪忠志 1刘文2

作者信息

  • 1. 安徽工业大学数理学院,安徽,马鞍山,243002
  • 2. 河北工业大学数学系,河北,天津,300130
  • 折叠

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)

应用数学

OA北大核心CSCDCSTPCD

1001-9847

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