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A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables

โœ Scribed by Liu Wen


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
208 KB
Volume
32
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


Using the notion of likelihood ratio, the limit properties of the sequences of dependent nonnegative integer-valued ndom variables are studied, and a kind of strong limit theorem represented by inequalities, or the strong deviation eorem, is obtained. In the proof an approach of applying the tool of generating function together with the method of .lifting intervals to the study of the strong laws is proposed,


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โœ Wen Liu; Weiguo Yang ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 241 KB

In this paper, the strong limit theorems for arbitrary stochastic sequences are studied. Some convergence theorems for martingale di erence sequence and a class of strong limit theorem for countable nonhomogeneous Markov chains are the particular cases of the results of this paper. Finally, the stro