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

Zhong-zhi Wang

Statistics & Probability Letters, 2006, vol. 76, issue 18, 2017-2026

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.

Keywords: Random; variable; Limit; log-likelihood; ratio; Random; deviation; theorem; Stochastically; dominated; random; sequence (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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