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