摘要
引用极限对数似然比的概念作为任意随机序列联合分布与其边缘分布“不相似性”的度量,构造几乎处处收敛的上鞅,讨论了任意离散随机序列的强偏差定理.
In this paper, the notion of limit logarithmic likelihood ratio of stochastic sequences, as a measure of “dissimilarity” between their joint distributions and the product of their marginals, is introduced. Construct convergence super-martingale, a strong deviation theorem for arbitrary discrete stochastic sequence is obtained.
出处
《纯粹数学与应用数学》
CSCD
北大核心
2005年第4期341-344,355,共5页
Pure and Applied Mathematics
基金
安徽省教育厅科研基金(2004Kj069).
关键词
随机序列
极限对数似然比
鞅
强偏差定理
random sequence, limit logarithmic likelihood ratio, martingale, strongdeviation theorem
