学术
摘 要:
本文引入任意随机变量序列随机极限对数似然比概念，作为任意相依随机序列联合分布与其边缘乘积分布“不相似”性的一种度量，利用构造新的密度函数方法来建立几乎处处收敛的上鞅，在适当的条件下，给出了任意受控随机序列的一类随机偏差定理．[著者文摘]
文章出处:
《应用数学》-2006年19卷2期 -275-281页
分 类 号:
文献标识码:
A
文章编号:
1001-9847（2006）02-0275-07
A Class of Random Deviation Theorems for Random Sums of Nonnegative Stochastic Sequence
WANG Zhong-zhi （Faculty of Mathematics ＆ Physics,Anhui University of Technology ,Ma＇anshan 243002, China ）
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. Establish a. s. convergence super-martingale by means of constructing a new probability density function and under suitable restrict conditions, some strong random deviation theorems for arbitrary stochastic stochastically dominated random sequence are obtained.[著者文摘]
Key words:
Random sequence; Random limit logarithmic likelihood ratio; Random deviation theorem; Stochastically dominated random sequence
基金资助:
Supported by Anhui high education research （2004kj069 ;2006kj246B）
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