关于随机变量序列几何平均的强极限定理

A Strong Limit Theorem on Geometric of Random Variables

本文利用似然比作为一般连续型随机变量相对独立随机变量偏差的一种随机性度量 ,用矩变换构造几乎处处收敛的上鞅 ,结合分析方法 ,得到了一种乘积形式的强极限定理 .

In this paper, the notion of likelihood ratio is used as a randomly measure of deviation between sequence of continuous r.v.s' and i.i.d.r.v.s', we construct an a.s. convergence supper martingal by means of moment transformation and get a strong limit theorem of multiplicative form through analytic method.