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相依随机序列加权和滑动平均的若干小偏差定理
引用本文:董云,丁芳清,胡萍. 相依随机序列加权和滑动平均的若干小偏差定理[J]. 工科数学, 2014, 0(3): 18-22
作者姓名:董云  丁芳清  胡萍
作者单位:[1]马鞍山师范高等专科学校,安徽马鞍山243002 [2]合肥学院数理系,合肥230601 [3]安徽工业大学数理学院,马鞍山243002
基金项目:安徽工业大学青年基金项目(QZ201218);合肥学院科研发展基金重点项目(13KY03ZD);马鞍山师范高等专科学校自然科学研究项目(2013xjkyxm13)
摘    要:引入随机序列滑动似然比作为任意二值随机序列相对于Bernoulli分布的独立随机变量序列偏差的一种随机性度量,通过滑动相对熵给出了样本空间的一个子集.在此子集上得到了一类关于随机序列滑动平均的用不等式表示的强极限定理,即小偏差定理,推广了文献[5],[6]等关于随机序列算术平均的结果,这些结果蕴含近期诸多文献的主要结果.

关 键 词:加权和  滑动平均  Bernoulli分布  小偏差定理

On Small Deviation Theorems of Moving Averages of Weighted Sums for Dependent Stochastic Sequence
DONG Yun,DING Fang-qing,HU Ping. On Small Deviation Theorems of Moving Averages of Weighted Sums for Dependent Stochastic Sequence[J]. Journal of Mathematics For Technology, 2014, 0(3): 18-22
Authors:DONG Yun  DING Fang-qing  HU Ping
Affiliation:1. Mathematics Department, Ma ' anshan Teacher ;s College, Ma ' anshan 243002,China ; 2. Departement of Mathematics & Physics, Hefei University, Hefei 230601, China; 3. School of Mathematics & Physics, Anhui University of Technology, Ma'ansha 243002, China)
Abstract:The notion of moving likelihood ratio, as a measure of the deviation of a sequence of two-valued random variables from an independent random sequence with Bernoulli distribution, is introduced. By restricting the moving likelihood ratio,a certain subset of the sample space is given,and on this subset, a class of strong taws, represented by inequalities,are obtained, which extend the results of Liu and Wang on arithmatic average. These conclusions include some results of the recent paper.
Keywords:weighted sum  moving average  Bernoulli distribution  small deviation theorem
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