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广义赌博系统中任意随机变量序列关于Poisson分布的一类强偏差定理 被引量:1

Strong deviation theorems for the arbitrary stochastic sequence of on Poisson distribution in the generalized gambling system
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摘要 本文引进极限对数似然比作为任意随机变量序列相对于服从Poisson分布的独立随机变量序列的偏差的一种度量,并通过限制似然比给出了样本空间的一个子集,在此子集上得到了赌博系统中任意随机变量序列的一类用不等式表示的强极限定理.作为推论,得到了广义赌博系统服从Poisson分布的独立随机变量序列的一族强大数定理. In this paper, the notion of the limit logarithm likelihood ratio, as a measure of deviation between a sequence of the integer-valued random variables and a sequence of independent random variables with the Poisson distribution , is introduced. A subset of the sample space is given by restricting the likelihood ratio, and on this subset a class of strong limit theorems for the sequence of arbitrary integer-valued random variables on the generalized gambling system are obtained. As corollaries, a class of the strong laws for sequences of independ- ent random variables with Poisson distributions are obtained.
出处 《江苏科技大学学报(自然科学版)》 CAS 2012年第1期103-106,共4页 Journal of Jiangsu University of Science and Technology:Natural Science Edition
基金 国家自然科学基金资助项目(11072107) 江苏省高校自然科学基金资助项目(09KJD110002)
关键词 广义赌博系统 POISSON分布 似然比 generalized gambling system Poisson distribution likelihood ratio
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