| 关于任意随机序列的一个强偏差定理 |
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| 引用本文： | 陈文波. 关于任意随机序列的一个强偏差定理[J]. 安徽工业大学学报, 2005, 22(3): 308-309 |
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| 作者姓名： | 陈文波 |
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| 作者单位： | 安徽工业大学,数理学院,安徽,马鞍山,243002 |
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| 基金项目： | 安徽省教育厅自然科学研究基金项目(2004Kj069) |
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| 摘 要： | 引入任意随机变量序列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,利用截尾方法构造几乎处处收敛的上鞅,给出了一个关于任意随机序列的强偏差定理。
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| 关 键 词： | 随机序列 极限相对对数似然比 强偏差定理 |
| 文章编号： | 1671-7872(2005)03-0308-02 |
| 修稿时间： | 2004-09-08 |
A Class of Strong Deviation Theorem for Arbitrary Stochastic Sequence |
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| CHEN Wen-bo. A Class of Strong Deviation Theorem for Arbitrary Stochastic Sequence[J]. Journal of Anhui University of Technology, 2005, 22(3): 308-309 |
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| Authors: | CHEN Wen-bo |
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| Abstract: | The notion of limit relative logarithmic likelihood ratio of stochastic sequences, as a measure of "dissimilarity" between their joint distributions and the product of their marginals, is introduced. Construct convergence super-martingale by means of truncation method.A strong deviation theorem for arbitrary stochastic sequence is obtained. |
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| Keywords: | random sequence limit relative logarithmic likelihood ratio strong deviation theorem |
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