This note is devoted to introduce a new concept of conditionally dominated random variables.Under suitable restrict conditions,a general strong law of large numbers for arbitrary continuous random variables is obtained.
In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is int...In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.展开更多
基金Supported by the National Nature Science Foundation of China（10571076） Supported by Anhui High Education Research（2006Kj246B）
文摘This note is devoted to introduce a new concept of conditionally dominated random variables.Under suitable restrict conditions,a general strong law of large numbers for arbitrary continuous random variables is obtained.
基金the Natural Science Fund for Universities of Jiangsu Province (No.09KJD110002)
文摘In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.
