| 关于任意非负随机序列随机和的一类随机偏差定理 |
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| 引用本文： | 汪忠志.关于任意非负随机序列随机和的一类随机偏差定理[J].应用数学,2006,19(2):275-281. |
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| 作者姓名： | 汪忠志 |
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| 作者单位： | 安徽工业大学数理学院,安徽,马鞍山,243002 |
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| 基金项目： | SupportedbyAnhuihigheducationresearch(2004kj069，2006kj246B) |
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| 摘 要： | 本文引入任意随机变量序列随机极限对数似然比概念,作为任意相依随机序列联合分布与其边缘乘积分布“不相似”性的一种度量,利用构造新的密度函数方法来建立几乎处处收敛的上鞅,在适当的条件下,给出了任意受控随机序列的一类随机偏差定理.
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| 关 键 词： | 随机序列 随机极限对数似然比 随机偏差定理 随机控制序列 |
| 文章编号： | 1001-9847(2006)02-0275-07 |
| 收稿时间： | 2005-05-19 |
| 修稿时间： | 2005年5月19日 |
A Class of Random Deviation Theorems for Random Sums of Nonnegative Stochastic Sequence |
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| WANG Zhong-zhi.A Class of Random Deviation Theorems for Random Sums of Nonnegative Stochastic Sequence[J].Mathematica Applicata,2006,19(2):275-281. |
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| Authors: | WANG Zhong-zhi |
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| Abstract: | In this paper,the notion of limit random logarithmic likelihood ratio of stochastic sequences,as a measure of dissimilarity between their joint distributions and the product of their marginals,is introduced.Establish a.s.convergence super-martingale by means of constructing a new probability density function and under suitable restrict conditions,some strong random deviation theorems for arbitrary stochastic stochastically dominated random sequence are obtained. |
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| Keywords: | Random sequence Random limit logarithmic likelihood ratio Random deviation theorem Stochastically dominated random sequence |
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