摘要
通过引入渐进对数似然比作为连续型随机变量序列与连续状态非齐次马氏链之间的偏差的一种度量,并且利用上鞅极限定理,得出了连续型随机变量序列关于连续状态非齐次马氏链的一类强偏差定理.作为推论,得到一个已知结果.
In this paper,by introducing the asymptotic log-likelihood ratio as a measure of the devia-tion between the sequence of continuous random variables and the continuous state non-homogeneous Markov chains,and using the supermartingale limit theorem,a class of strong deviation theorems for the sequence of continuous random variables which is associated with the continuous state non-homogeneous Markov chains are established.As a corollary,we obtain a known result.
作者
赵梦迪
杨卫国
王蓓
Zhao Mengdi;Yang Weiguo;Wang Bei(Faculty of science,Jiangsu University,Zhenjiang 212013,China;Faculty of science,Binjiang College of Nanjing University of Information Science and Technology,Wuxi 214105,China)
出处
《纯粹数学与应用数学》
2020年第3期270-277,共8页
Pure and Applied Mathematics
基金
国家自然科学基金(11571142).
关键词
连续型随机变量序列
对数似然比
强偏差定理
sequence of continuous random variables
log-likelihood ratio
strong deviation theorem
