| 关于非负整值赌博系统的强偏差定理 |
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| 引用本文： | 白云芬. 关于非负整值赌博系统的强偏差定理[J]. 应用数学, 2004, 0(Z2) |
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| 作者姓名： | 白云芬 |
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| 作者单位： | 石家庄师范专科学校数学系 河北石家庄050801 |
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| 摘 要： | 本文引入投资组合的概念,利用上鞅的性质,研究赌徒对随机变量序列的估计分布与真实分布之间的权限关系,得到了一类用不等式表示的强偏差定理.从而得到在公平赌博的前提下,不论赌徒采取什么样的投资组合,都不能改变赌徒的命运,即在公平赌博的前提下,必胜法是不存在的.
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| 关 键 词： | 强偏差定理 投资组合 似然比 上鞅 |
A Series of Strong Deviation Theorems for Nonnegative Integer-valued Gambling System |
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| BAI Yun fen. A Series of Strong Deviation Theorems for Nonnegative Integer-valued Gambling System[J]. Mathematica Applicata, 2004, 0(Z2) |
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| Authors: | BAI Yun fen |
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| Abstract: | The conception of profitlio is introduced.In this paper,we get a series of strong deviation theorems represented by inequalities by the means of submartingles and contrasting the experiential distribution and the real distribution.Depending on these theorems,we can say there is no profitlio which can change the better's furtune under the consumption of fair gambling. |
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| Keywords: | Strong deviation theorems Profitlio Likelihood Submartingale |
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