| 一类强极限定理与矩母函数方法 |
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| 引用本文： | 刘文. 一类强极限定理与矩母函数方法[J]. 经济数学, 1996, 0(2) |
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| 作者姓名： | 刘文 |
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| 作者单位： | 河北工业大学数理系 |
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| 摘 要： | 本文利用似然比的概念，研究离散随机变量序列的极限性质，得到了一类用不等式表示的强极限定理．证明中结合区间剖分法，提出了将矩母函数的工具应用于强极限定理的研究的一种途径．
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| 关 键 词： | 强极限定理，似然比，矩母函数 |
A CLASS OF STRONG LIMIT THEOREMS AND THE APPROACH OF MOMENT-GENERATING FUNCTION |
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| Liu Wen. A CLASS OF STRONG LIMIT THEOREMS AND THE APPROACH OF MOMENT-GENERATING FUNCTION[J]. Mathematics in Economics, 1996, 0(2) |
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| Authors: | Liu Wen |
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| Abstract: | In virtue of the notion of likelihood ratio the limit properties of the sequences of discrete random variables are studied, and a class of limit theorem represented by inequalities are obtained. In the proof an approach of applying the tool of moment-generating function together with the method of splitting intervals to the study of the strong limit theorems is proposed. |
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| Keywords: | Strong limit theorem likelihood ratio moment generating function |
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