Some Limit Theorems for Delayed Sums of Dependent Random Sequence

被引:0
作者
Wang Zhong-zhi
Yang Wei-guo
机构
[1] AnHui University of Technology,Faculty of Mathematics & Physics
[2] JiangSu University,Faculty of Science
来源
Mediterranean Journal of Mathematics | 2012年 / 9卷
关键词
Primary 60F15; Secondary 60A10; delayed sums; asymptotic logarithmic delayed likelihood ratio; stochastically dominated random sequence; strong deviation theorem;
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摘要
In this paper we introduce a new concept of asymptotic logarithmic delayed likelihood ratio \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{LR}(w)}$$\end{document} as a measure of deviation of the joint distribution from the product of their margins. In the continuous case, we prove the generalized strong law of large numbers for delayed averages ρn, kn, i.e. strong deviation theorems (strong law expressed by inequalities).
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页码:645 / 654
页数:9
相关论文
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