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非负整值随机变量序列的一类强偏差定理
引用本文:刘文.非负整值随机变量序列的一类强偏差定理[J].数学物理学报(A辑),1997,17(4):375-381.
作者姓名:刘文
作者单位:河北工业大学数理系!天津,300130
摘    要:设是在中取值的一列随机变量,其联合分布为是S上的一个分布,该文研究对数似然比与之间的若干极限关系,得到了一类用不等式表示的强极限定理(称之为强偏差定理),其偏差界依赖于样本点.证明中结合区间刻分法,提出了将母函数的工具应用于强极限定理研究的一种途径.

关 键 词:强偏差定理  强极限定理  似然比  对数似然比  母函数

A Kind of Strong Deviation Theorem for the Sequences of Nonnegative Integer-Valued Random Variable
Liu Wen.A Kind of Strong Deviation Theorem for the Sequences of Nonnegative Integer-Valued Random Variable[J].Acta Mathematica Scientia,1997,17(4):375-381.
Authors:Liu Wen
Abstract:Let be a sequence of random variables taking valnes in S with the joint distribution fn(x1:,xn), (p(0),p(1) ...) a distribution on S,m-and In this paper the limitrelation between and the log-likelihood ratio Ln,is investigated and a kind of strong limit theorem represented by inequalities which wecall the strong deviation theorem is obtained. In the proof an approach of applying the toolof generating function together with the method of splitting intervals to the investigation ofthe strong limit theorem is proposed.
Keywords:Strong deviation theorem  Strong limit theorem  Likelihood ratio  Log-likeli-hood ratio  Generating function  
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