C-T型条件下连续随机序列的一类强偏差定理

The Strong Deviation Theorems for Continuous Random Sequence under the Chung-Teicher Type Conditions

利用随机序列渐近对数似然比的概念构造几乎处处收敛的上鞅,在适当的C-T型条件下给出了任意相依连续型随机序列的两个强偏差定理。

Introduces the notion of asymptotic log-likelihood ratio of stochastic sequence, as a measure of ＂dissimilarity＂ between their joint distributions and the product of their marginals, establishes three results for the strong deviation theorems under the Chung-Teicher type conditions.