Wang Kangkang, Li Fang, Yang Weiguo. A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 587-596.
Citation: Wang Kangkang, Li Fang, Yang Weiguo. A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(6): 587-596.

A Class of Random Approximation Theoremsfor Random Sums of Arbitrary Stochastic Sequence

  • In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure \pr and the two-order Markov distribution on measure \qr, is introduced. A class of random approximation theorems for random sum of arbitrary stochastic dominated sequence on random selection system has been obtained by using the tools of generating function and the tailed-probability generating function.
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