关于随机序列的无规则性定理  

On Irregularity Theorems for Random Sequence

作　　者：杨光[1] 汪忠志[1] 

机构地区：[1]安徽工业大学数理科学与工程学院,马鞍山243002

出　　处：《工程数学学报》2014年第5期675-686,共12页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学基金(11071104);安徽省自然科学基金(1408085MA04);安徽工业大学研究生创新基金(2011042;2012089;2013090)~~

摘　　要：本文研究一类特殊相依随机序列—离散指数分布序列,利用随机序列似然比与相对熵概念作为刻画随机序列相依性的随机性度量,借助B-C引理与纯分析方法,给出了离散指数分布序列无规则性的若干强偏差定理以及与独立连续型指数分布序列间的强逼近定理.In this paper, we introduce a special class of dependent random sequence-discrete exponential distribution sequence at first. Then we apply the likelihood ratio and relative entropy as the random measure for depicting the dependent random sequence with respect to independent case. Furthermore, we obtain some strong deviation theorems for discrete exponential distribution sequence of irregularity and approximation theorems of irregularity between independent continuous exponential distribution sequence and independent discrete one.

关 键 词：离散指数分布 无规则性 似然比 相对熵 强偏差 强逼近 

分 类 号：O211.4[理学—概率论与数理统计]