| 随机变量的截尾与一类强偏差定理 |
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| 引用本文： | 袁德美.随机变量的截尾与一类强偏差定理[J].数学杂志,2003,23(3):349-353. |
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| 作者姓名： | 袁德美 |
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| 作者单位： | 重庆工商大学数学与计算机科学系,重庆,400033 |
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| 基金项目： | 重庆市教委科研基金(NO:010702) |
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| 摘 要： | 通过极限相对对数似然比，利用随机变量截尾的方法并结合鞅这一工具研究相依连续型和离散型随机变量序列的性质，得到一类用不等式表示的强偏差定理．
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| 关 键 词： | 强偏差定理 极限相对对数似然比 截尾 鞅 |
| 文章编号： | 0255-7797(2003)03-0349-05 |
TRUNCATION OF RANDOM VARIABLES AND A CLASS OF STRONG DEVIATION THEOREMS |
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| YUAN De-me.TRUNCATION OF RANDOM VARIABLES AND A CLASS OF STRONG DEVIATION THEOREMS[J].Journal of Mathematics,2003,23(3):349-353. |
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| Authors: | YUAN De-me |
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| Abstract: | By use of limit relative log-likelihood ratio, truncation method of random variables and martingale, the property of sequences of dependent continuous and discrete random variables is discussed, and a class of strong deviation theorems which are represented by inequalities are obtained. |
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| Keywords: | strong deviation theorem limit relative log-likelihood ratio truncation martingale |
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