关于整值随机序列滑动平均若干小偏差定理.pdfVIP

Pure Mathematics 理论数学, 2011, 1, 114-118 doi:10.4236/pm.2011.12023 Published Online July 2011 (/journal/pm/) On Small Deviation Theorems for Moving Averages of Dependent Integer-Valued Random Sequence Fei Meng, Danqin Zhuang, Zhongzhi Wang Faculty of Mathematics Physics, Anhui University of Technology, Ma’anshan Email: wzz30@ Received: Mar. 20th, 2011; revised: May 6th, 2011; accepted: May 8th, 2011. Abstract: In this paper, the notion of moving likelihood ratio, as a measure of the deviation of a sequence of integer-valued random variables from an independent random sequence with geometric distribution, is intro- duced. By restricting the moving likelihood ratio, a certain subset of the sample space is given, and on this subset, a class of strong laws, represented by inequalities, are obtained. These strong laws contain some limit properties of the sequence of integer-valued random variables, concerning relative entropy density and the entropy function of geometric distribution. Keywords: Moving Likelihoodratio; Moving Average; Geometric Distribution; Strong Deviation Theorem 关于整值随机序列滑动平均的若干小偏差定理 孟 飞，庄丹琴，汪忠志 安徽工业大学数理学院，马鞍山 Email: wzz30@ 收稿日期：2011 年 3 月 20 日；修回日期：2011 年 5 月 6 日；录用日期：2011 年 5 月 8 日 摘 要：本文引入随机序列滑动似然比作为任意整值随机序列相对于服从几何分布的独立随机变量序 列偏差的一种度量，并通过滑动相对熵给出了样本空间的一个子集。在此子集上得到了一类关于随机 序列滑动平均的用不等式表示的强极限定理，即小偏差定理。 关键词：滑动似然比；滑动平均；几何分布；小偏差定理 1. 引言 式表示的强极限定理，即小偏差定理。在方法上我们 直接构造滑动似然比，并且利用概率论经典的 随机变量序列部分和滑动平均的几乎必然( a.s. )