| 关于次高斯随机序列的一类强偏差定理 |
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| 引用本文： | 沈阳,张怀举,范爱华.关于次高斯随机序列的一类强偏差定理[J].安徽工业大学学报,2012(3):276-279. |
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| 作者姓名： | 沈阳 张怀举 范爱华 |
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| 作者单位： | 安徽工业大学数理学院 |
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| 基金项目： | 安徽工业大学研究生创新基金(2011040) |
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| 摘 要： | 讨论次高斯随机序列部分和的极限性质,引入相对熵的概念,利用似然比极限性质并与分析方法相结合,推广了关于次高斯随机序列已有的强极限定理,并给出了用不等式表示的一类关于次高斯随机序列的强极限定理,即强偏差定理。
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| 关 键 词： | 次高斯随机序列 似然比 相对熵 强偏差定理 |
A Class of Strong Deviation Theorems for Sub-Gaussian Stochastic Sequence |
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| SHEN Yang,ZHANG Huai-ju,FAN Ai-hua.A Class of Strong Deviation Theorems for Sub-Gaussian Stochastic Sequence[J].Journal of Anhui University of Technology,2012(3):276-279. |
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| Authors: | SHEN Yang ZHANG Huai-ju FAN Ai-hua |
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| Affiliation: | (School of Mathematics & Physics Anhui University of Technology,Ma’anshan 243032,China) |
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| Abstract: | Properties for the partial sum limit of Sub-Gaussian stochastic sequence are discussed.By introducing the concept of relative entropy and using limit inequality of likelihood ratio together with analytic methods,the strong limit theorems about Sub-Gaussian stochastic sequence are extended.Besides,a class of strong limit theorems for Sub-Gaussian stochastic sequence represented with inequalities are given,that is strong deviation theorem. |
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| Keywords: | Sub-Gaussian stochastic sequence likelihood ratio relative entropy strong deviation theorem |
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