局部次高斯随机序列算术平均的强偏差定理

Strong Deviation Theorems of Arithmetic Average for Locally SubGaussian Stochastic Sequence

利用相对熵的概念及分析方法,研究局部次高斯随机序列部分和的极限性质,推广了关于局部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局部次高斯随机序列部分和算术平均的强极限定理。

By using the concept of relative entropy and analytic methods, the limit properties for the partial sums of locally sub-Gaussian stochastic sequence are discussed. Some classical strong limit theorems for locally sub-Gaussian random variable are generalized, and a class of strong limit theorems expressed by inequalities is also obtained.