Some Strong Deviation Theorems for Dependent Continuous Random Sequence
Some Strong Deviation Theorems for Dependent Continuous Random Sequence作者机构:Faculty of Mathematics and PhysicsAnhui University of TechnologyMa'anshan 243002China
出 版 物:《Chinese Quarterly Journal of Mathematics》 (数学季刊(英文版))
年 卷 期:2010年第25卷第4期
页 面:572-577页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Supported by Anhui High Education Research(2006Kj246B)
主 题:limit asymptotic logarithm likelihood ratio random sequence strong deviation theorem
摘 要:Let {Xn,n ≥ 1} be a sequence of arbitrary continuous random variables,we introduce the notion of limit asymptotic logarithm likelihood ratio r(ω),as a measure of dissimilarity between probability measure P and reference measure *** get some strong deviation theorems for the partial sums of arbitrary continuous random variables under Chung-Teicher's type conditions[6-7].