By introducing the sample relative entropy rate as a measure of the deviation between the arbitrary random ΓΏelds and the Markov chain ΓΏelds on Cayley trees, a class of small deviation theorems for the frequencies of state ordered couples is established. In the proof a new analytic technique in the s
The Markov approximation of the sequences of N-valued random variables and a class of small deviation theorems
β Scribed by Wen Liu; Weiguo Yang
- Book ID
- 108432826
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 116 KB
- Volume
- 89
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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
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