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 ref...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 Q.We get some strong deviation theorems for the partial sums of arbitrary continuous random variables under Chung-Teicher＇s type conditions[6-7].展开更多
The limit properties of the dependent sequence of absolutely continuous random variables are investigated by using the notion of likelihood ratio,and a class of strong limit theorems,represented by inequalities,i.e.th...The limit properties of the dependent sequence of absolutely continuous random variables are investigated by using the notion of likelihood ratio,and a class of strong limit theorems,represented by inequalities,i.e.the strong deviation theorems,are obtained.In the proof an approach of applying the Laplace transformation to the investigation of the strong limit theorems is proposed.展开更多
基金Supported by Anhui High Education Research(2006Kj246B)
文摘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 Q.We get some strong deviation theorems for the partial sums of arbitrary continuous random variables under Chung-Teicher＇s type conditions[6-7].
基金supported by the Science Foundat ion of Hebei Province(Grant No.196035).
文摘The limit properties of the dependent sequence of absolutely continuous random variables are investigated by using the notion of likelihood ratio,and a class of strong limit theorems,represented by inequalities,i.e.the strong deviation theorems,are obtained.In the proof an approach of applying the Laplace transformation to the investigation of the strong limit theorems is proposed.
