摘要
利用刘文教授提出的研究随机变量序列强极限定理的分析方法 ,引入似然比作为随机变量序列之间的偏差的一种度量 ,通过限制此偏差 ,确定了概率空间的某子集 。
Using the method of analysis to study strong limit theorems for the sequences of random variables and presenting likelihood ratio as the measure of deviation between random sequences.By restricting the deviation,a subset of sample space is determined,and on this subset a class of strong deviation theorems on the frequencies which arbitrary sequences of absolutely continuous random variables occurs in arbitrary interval be obtained.
出处
《天津商学院学报》
2001年第5期61-64,共4页
Journal of Tianjin University of Commerce
基金
国家自然科学基金资助项目 ( 198710 2 2 )
关键词
强偏差定理
似然比
上鞅
连续型随机变量序列
strong deviation theorems
likelihood ratio
supermartingale
absolutely continuous random variable
