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相依随机序列滑动平均的若干极限定理 被引量:1

Some Limit Theorems for Moving Averages of Dependent Random Sequence
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摘要 基于服从指数分布的独立随机变量序列,构造带参数的滑动似然比,给出任意随机序列的用不等式表示的强极限定理,即小偏差定理。所得结果推广了已有结论。 Based on the independent random variables with exponential distribution, moving likelihood ratio with a parameter is constructed. A class of strontg limit theorems of arbitrary random sequence represented by inequalities, namely strong deviation theorems, are obtained. The obtained results generalize some previous conclusions.
作者 张国 陈文波
出处 《安徽工业大学学报(自然科学版)》 CAS 2012年第1期92-94,共3页 Journal of Anhui University of Technology(Natural Science)
基金 安徽省教育厅科研基金(KJ2010A337)
关键词 滑动似然比 滑动平均 指数分布 强极限定理 moving likelihood ratio moving average exponential distribution strong limit theorem
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