极限相对对数似然比与一类强偏差定理

Limit Relative Log-likelihood Ratio and a Class of Strong Deviation Theorems

  • 摘要: 本文引进极限相对对数似然比γ(ω)的概念,并利用它来研究相依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,本文称之为强偏差定理,其偏差界依赖于γ(ω)。

     

    Abstract: The notion of limit relative log-likelihood ratio γ(ω)is introduced to investigate the limit propertis of the sequences of dependent discrete random variables. A class of strong limit theorems represented by inequalities which we call the strong deviation theorems are obtained. The bounds given by these theorems depend on γ(ω).

     

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