安庆师范学院学报（自然科学版）2016，Vol.22Issue(4)：30-33,4.DOI:10.13757/j.cnki.cn34-1150/n.2016.04.009
关于随机受控随机序列滑动平均的若干强偏差定理
Some Strong Deviation Theorems for Moving Average of Stochastically Dominated Random Sequence
摘要
Abstract
In this paper, we introduce the asymptotic logarithmic moving likelihood ratio as a random measure between the joint distribution of arbitrarily dependent random variables and the product of reference distribution. By restricting the asymptotic logarithmic moving likelihood ratio, a subset of sample space is given. On the set, some strong deviation theorems for moving average of partial sums of stochastically dominated random variables, which represented by inequalities, i.e., the strong limit theorems, are obtained.关键词
强偏差定理/滑动平均/渐近对数滑动似然比/随机受控Key words
strong deviation theorem/moving average/asymptotic logarithmic moving likelihood ratio/stochastically dominated分类
数理科学引用本文复制引用
汪琼,范爱华..关于随机受控随机序列滑动平均的若干强偏差定理[J].安庆师范学院学报（自然科学版）,2016,22(4):30-33,4.基金项目
安徽工业大学研究生创新基金(2015126)。 （2015126）
