离散随机序列加权和的若干极限定理  

Some limit behavior for weighted sums of discrete random variables

作　　者：汪忠志[1] 唐健[1] 

机构地区：[1]安徽工业大学数理学院,安徽马鞍山243002

出　　处：《纯粹数学与应用数学》2008年第3期417-423,共7页Pure and Applied Mathematics

基　　金：国家自然科学基金(10571076);安徽省教育厅科研基金(2006KJ064B)

摘　　要：设{X_n,n≥0}是任意离散随机变量序列,{a_(nk),0≤k≤n,n≥0}.是一常数阵列,我们引入随机序列渐近对数似然比的概念,作为表征随机序列的真实概率测度P与参考测度Q之间的差异的度量,用分析方法,得到了随机序列Jamison型加权和的若干随机偏差定理.Consider {Xn, n ≥0} be a sequence of arbitrary discrete random variables and {ank, 0 ≤ k ≤ n, n ≤0} an arrary of constants, we introduce the notion of asymptotic log-likelihood ratio of stochastic sequences, as a measure of dissimilarity between true probability measure P and reference measure Q, and establish some strong deviation theorems for the Jamison type weighted sums random variables by means of analytical method.

关 键 词：随机序列加权和 渐近对数似然比 A.S.收敛 矩母函数 

分 类 号：O211[理学—概率论与数理统计]