摘要
引入极限对数似然比的概念作为任意随机序列的联合分布与其边缘分布的差异的随机性度量,用概率密度比构造几乎处处收敛的上鞅,在适当的条件下,给出任意随机序列完全收敛的若干定理.
In this paper,the notion of limit logarithmic likelihood ratio of stochastic sequences,as a measure of dissimilarity between their joint distribution and the product of their marginals,is introduced.Establish a.s.convergence super martingale by means of constructing a new probability density function and under suitable restrict conditions,some complete convergence theorems for arbitrary stochastic random sequence are obtained.
出处
《应用数学》
CSCD
北大核心
2004年第S2期144-148,共5页
Mathematica Applicata
基金
Supported by Anhui high education research grant(2004kj069)
关键词
完全收敛
似然比
鞅
Complete convergence
Likelihood ratio
Martingale
