Some Strong Deviation Theorems forRandom Sum of Discrete Stochastic Sequence
WANGZhong-zhi[1] LIUWen[2]
[1]FacultyofMathematics＆Physics,AnhuiUniversityofTechnology,Ma′anhan243002,China [2]DepartmentofMathematics,HebeiUniversityofTechnology,Tianjin300130,China
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.
学科分类:
O211.6[数理科学和化学 > 概率论与数理统计 > 概率论（几率论、或然率论） > 随机过程]
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