Let {Xn,n ≥ 1} be a sequence of arbitrary continuous random variables,we introduce the notion of limit asymptotic logarithm likelihood ratio r（ω）,as a measure of dissimilarity between probability measure P and ref...Let {Xn,n ≥ 1} be a sequence of arbitrary continuous random variables,we introduce the notion of limit asymptotic logarithm likelihood ratio r（ω）,as a measure of dissimilarity between probability measure P and reference measure Q.We get some strong deviation theorems for the partial sums of arbitrary continuous random variables under Chung-Teicher＇s type conditions[6-7].展开更多
基金Supported by Anhui High Education Research(2006Kj246B)
文摘Let {Xn,n ≥ 1} be a sequence of arbitrary continuous random variables,we introduce the notion of limit asymptotic logarithm likelihood ratio r（ω）,as a measure of dissimilarity between probability measure P and reference measure Q.We get some strong deviation theorems for the partial sums of arbitrary continuous random variables under Chung-Teicher＇s type conditions[6-7].
