| 离散随机序列随机和的一类强偏差定理 |
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| 引用本文： | 汪忠志,刘文.离散随机序列随机和的一类强偏差定理[J].应用数学,2004,17(2):277-284. |
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| 作者姓名： | 汪忠志 刘文 |
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| 作者单位： | 1. 安徽工业大学数理学院,安徽,马鞍山,243002
2. 河北工业大学数学系,河北,天津,300130 |
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| 基金项目： | SupportedbyAnhuihigheducationresearchgrant(2 0 0 2Kj0 5 4) |
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| 摘 要： | In this paper, the notion of limit random logarithmic likelihood ratio of stochastic se-quences,as a measure of “dissimilarity“ between their joint distributions and the product of theirmarginals,is introduced. Construct a. s. convergence supermartingale by means of truncation methodand under suitable restrict Chung-Teicher type conditions,some strong deviation theorems for arbi-trary discrete stochastic sequence are obtained.
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| 关 键 词： | 离散随机序列 随机和 强偏差定理 上鞅 极限随机对数似然比 |
Some Strong Deviation Theorems for Random Sum of Discrete Stochastic Sequence |
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| WANGZhong-zhi LIUWen.Some Strong Deviation Theorems for Random Sum of Discrete Stochastic Sequence[J].Mathematica Applicata,2004,17(2):277-284. |
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| Authors: | WANGZhong-zhi LIUWen |
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| Abstract: | In this paper,the notion of limit random logarithmic likelihood ratio of stochastic sequences,as a measure of "dissimilarity"between their joint distributions and the product of their marginals,is introduced.Construct a.s.convergence supermartingale by means of truncation method and under suitable restrict Chung-Teicher type conditions,some strong deviation theorems for arbitrary discrete stochastic sequence are obtained. |
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| Keywords: | Discrete random sequence Limit random logarithmic likelihood ratio Strong deviation theorem |
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