| 关于随机序列几何平均的若干强偏差定理 |
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| 引用本文： | 胡萍,汪忠志.关于随机序列几何平均的若干强偏差定理[J].数学的实践与认识,2011,41(2). |
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| 作者姓名： | 胡萍 汪忠志 |
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| 作者单位： | 安徽工业大学,数理学院,安徽,马鞍山,243002 |
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| 基金项目： | 国家自然科学基金(11071104); 安徽省教育厅科研项目(KJ2010A337) |
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| 摘 要： | 利用似然比构造几乎处处收敛的上鞅,讨论了正值随机变量序列几何平均的一类强偏差定理,得到了与经典算术平均的强极限定理的类似结果.
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| 关 键 词： | 几何平均 s-阶矩 似然比 鞅 强偏差定理 |
Some Strong Deviation Theorems of Geometic Average for Arbitrary Positive Random Sequences |
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| HU Ping,WANG Zhong-zhi.Some Strong Deviation Theorems of Geometic Average for Arbitrary Positive Random Sequences[J].Mathematics in Practice and Theory,2011,41(2). |
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| Authors: | HU Ping WANG Zhong-zhi |
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| Institution: | HU Ping,WANG Zhong-zhi (School of Mathematics and Physics,Anhui University of Technology,Ma'asshan 243002,China) |
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| Abstract: | Some strong deviation theorems of geometric average for positive random sequence are discussed by means of constructing almost everywhere convergent sup-martingale via likelihood ratio.This is the multiplicative analogues of strong theorems of arithmetical average. |
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| Keywords: | geometric average s-order moment likelihood ratio sup-martingale strong devition theorem |
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