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连续型随机变量序列随机选择的一类强偏差定理

A Class of Strong Deviation Theorems on Random Selection for the Sequences of Absolutely Continuous Random Variables
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摘要 设{,≥1}nXn是任意相依的连续型随机序列,{,≥1}nYn是一列随机选择函数,{,≥1}nBn是实直线上的一列Borel集,令1,≥1nnkkYns==,研究随机平均11()knnkBkkYIXs-=的极限性质,所得结果与文[3]平行。 Let{,1}nXn≥be an arbitrary sequence of dependent absolutely continuous random variables, {,1}nYn≥be a series of random selection functions, and {,1}nBn≥be Borel sets on the real line, 1,1nnkkYns==≥.In this paper, the limit property of random average 11()knnkBkkYIXs-= is studied, and the result is parallel to [3].
作者 汪忠志
出处 《唐山师范学院学报》 2002年第2期13-16,共4页 Journal of Tangshan Normal University
关键词 随机变量 连续型随机列 似然比 随机选择 随机平均 强偏差 absolutely contionuous random variables likelihood ratio random selection random average strong deviation
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参考文献4

  • 1[1]Liu Wen & Wangzhongzhi, An extension of theorem on gambling systems[J]. Journal of Multivariate Analysis, (1995),125-132.
  • 2[2]Billingsley P. Probability and Measure[M]. New York: Wiley, 1986.
  • 3[3]Liu Wen. Aclass of strong deviation theorems for the sequences of absolutely continuos r.v.'s(in chinese)[J]. Acta Maths,2001,21A(1):23-28.
  • 4[4]Kai Lai Chung. A Course in Probability Theroy[M]. New York: Academic Press, 1968.

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