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相依随机序列滑动平均的若干极限定理
Some Limit Theorems for Moving Averages of Dependent Random Sequence
【摘要】 基于服从指数分布的独立随机变量序列,构造带参数的滑动似然比,给出任意随机序列的用不等式表示的强极限定理,即小偏差定理。所得结果推广了已有结论。
【Abstract】 Abstrct: Based on the independent random variables with exponential distribution,moving likelihood ratio with a parameter is constructed.A class of strontg limit theorems of arbitrary random sequence represented by inequalities,namely strong deviation theorems,are obtained.The obtained results generalize some previous conclusions.
【关键词】 滑动似然比;
滑动平均;
指数分布;
强极限定理;
【Key words】 moving likelihood ratio; moving average; exponential distribution; strong limit theorem;
【Key words】 moving likelihood ratio; moving average; exponential distribution; strong limit theorem;
【基金】 安徽省教育厅科研基金(KJ2010A337)
- 【文献出处】 安徽工业大学学报(自然科学版) ,Journal of Anhui University of Technology(Natural Science) , 编辑部邮箱 ,2012年01期
- 【分类号】O211.4
- 【被引频次】1
- 【下载频次】59