股票投资模型中的一个强偏差定理

On the Strong Deviation Theorems in the Stock Market Model

利用广义似然比以及广义渐进相对对数似然比作投资股票之间相依程度的一种随机性度量和研究随机序列强极限的分析方法,研究股票市场中投资者进行随机决策时,其收益向量的真实分布与其关于边缘分布平均收益率之间的偏差,在适当的条件下给出偏差的上下界。

In this paper,by using the generalized likelihood ratio and generalized asymptotic relative logarithmic likelihood as a random measure of the dependent degree among the invest in stocks and the analytical methods of studying strong law of limit theorem,the strong deviation between the real distributions of the return rate and the average of their marginal distributions are studied,meanwhile,under suitable conditions,the upper and lower bounds are also obtained.