摘要
通过极限相对对数似然比,利用随机变量截尾的方法并结合勒这一工具研究相依连续型和离散型随机变量序列的性质,得到一类用不等式表示的强偏差定理.
By use of limit relative log-likelihood ratio, truncation method of random variables and martingale, the property of sequences of dependent continuous and discrete random variables is discussed, and a class of strong deviation theorems which are represented by inequalities are obtained.
出处
《数学杂志》
CSCD
北大核心
2003年第3期349-353,共5页
Journal of Mathematics
基金
重庆市教委科研基金(NO:010702)
关键词
强偏差定理
极限相对对数似然比
截尾
鞅
strong deviation theorem
limit relative log-likelihood ratio
truncation
martingale.
