摘要
讨论次高斯随机序列部分和的极限性质,引入相对熵的概念,利用似然比极限性质并与分析方法相结合,推广了关于次高斯随机序列已有的强极限定理,并给出了用不等式表示的一类关于次高斯随机序列的强极限定理,即强偏差定理。
Properties for the partial sum limit of Sub-Gaussian stochastic sequence are discussed.By introducing the concept of relative entropy and using limit inequality of likelihood ratio together with analytic methods,the strong limit theorems about Sub-Gaussian stochastic sequence are extended.Besides,a class of strong limit theorems for Sub-Gaussian stochastic sequence represented with inequalities are given,that is strong deviation theorem.
出处
《安徽工业大学学报（自然科学版）》
CAS
2012年第3期276-279,共4页
Journal of Anhui University of Technology（Natural Science）
基金
安徽工业大学研究生创新基金(2011040)
关键词
次高斯随机序列
似然比
相对熵
强偏差定理
Sub-Gaussian stochastic sequence
likelihood ratio
relative entropy
strong deviation theorem
