In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is int...In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.展开更多
基金the Natural Science Fund for Universities of Jiangsu Province (No.09KJD110002)
文摘In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.
