A CLASS OF STRONG DEVIATION THEOREMS AND AN APPROACH OF LAPLACE TRANSFORMATION

Authors
WEN L
Citation
L. Wen, A CLASS OF STRONG DEVIATION THEOREMS AND AN APPROACH OF LAPLACE TRANSFORMATION, Chinese Science Bulletin, 43(19), 1998, pp. 1605-1610
Citations number
4
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Chinese Science Bulletin → ACNP
ISSN journal
10016538
Volume
43
Issue
19
Year of publication
1998
Pages
1605 - 1610
Database
ISI
SICI code
1001-6538(1998)43:19<1605:ACOSDT>2.0.ZU;2-H
Abstract
The limit properties of the dependent sequence of absolutely continuou s random variables are investigated by using the notion of likelihood ratio, and a class of strong limit theorems, represented by inequaliti es, i.e. the strong deviation theorems, are obtained. In the proof an approach of applying the Laplace transformation to the investigation o f the strong limit theorems is proposed.