| 关于任意相依随机序列的完全收敛性(英文) |
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| 引用本文： | 范爱华,汪忠志,陈文波. 关于任意相依随机序列的完全收敛性(英文)[J]. 应用数学, 2004, 0(Z2) |
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| 作者姓名： | 范爱华 汪忠志 陈文波 |
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| 作者单位： | 安徽工业大学数理学院 安徽马鞍山243002(范爱华，汪忠志)，安徽工业大学数理学院 安徽马鞍山243002(陈文波) |
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| 基金项目： | Supported by Anhui high education research grant(2004kj069) |
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| 摘 要： | 引入极限对数似然比的概念作为任意随机序列的联合分布与其边缘分布的差异的随机性度量,用概率密度比构造几乎处处收敛的上鞅,在适当的条件下,给出任意随机序列完全收敛的若干定理.
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| 关 键 词： | 完全收敛 似然比 鞅 |
On the Complete Convergence for Sums of Dependent Random Sequence |
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| FAN Ai hua,WANG Zhong zhi,CHEN Wen bo. On the Complete Convergence for Sums of Dependent Random Sequence[J]. Mathematica Applicata, 2004, 0(Z2) |
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| Authors: | FAN Ai hua WANG Zhong zhi CHEN Wen bo |
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| Abstract: | In this paper,the notion of limit logarithmic likelihood ratio of stochastic sequences,as a measure of dissimilarity between their joint distribution and the product of their marginals,is introduced.Establish a.s.convergence super martingale by means of constructing a new probability density function and under suitable restrict conditions,some complete convergence theorems for arbitrary stochastic random sequence are obtained. |
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| Keywords: | Complete convergence Likelihood ratio Martingale |
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