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A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers

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  • Wang, Zhong-zhi

Abstract

In this paper, the notion of limit log-likelihood ratio of random sequences, as a measure of dissimilarity between the true density and the product of their marginals , is introduced. Establish a.s. convergence supermartingale by means of constructing new probability density functions and under suitable restrict conditions, some random deviation theorems for arbitrary stochastically dominated continuous random variables and some strong law of large numbers are obtained.

Suggested Citation

  • Wang, Zhong-zhi, 2006. "A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2017-2026, December.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:18:p:2017-2026
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    Cited by:

    1. Wang, Xuewu, 2008. "A class of strong deviation theorems for the sequence of nonnegative integer valued random variables," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3281-3287, December.

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