摘要
研究了相依连续型非负随机变量序列的极限性质,利用似然比的概念和Laplace变换方法得到了一类强偏差定理,即用不等式表示的一类强极限定理.
In this paper, the limit properties of the sequences of dependent, nonnegative, and continuous random variables are studied. By making use of the notion of likelihood ratio and the approach of Laplace transform, a class of strong limit theorems represented by inequalities which call the strong deviation theorems are obtained.
出处
《北京工业大学学报》
CAS
CSCD
北大核心
2007年第7期751-756,共6页
Journal of Beijing University of Technology
基金
国家自然科学基金(10571008)
北京市自然科学基金(1072004)
河南省基础与前沿技术研究计划资助项目(072300410090).
关键词
强偏差定理
似然比
强极限定理
LAPLACE变换
strong deviation theorem
likelihood ratio
strong limit theorem
laplace transform