Title of article :
Strong deviation theorems for functionals of the nonnegative continuous random variables
Author/Authors :
Wang، نويسنده , , Xuewu، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2012
Pages :
11
From page :
852
To page :
862
Abstract :
By using the approach of Laplace transform, we establish the strong deviation theorems represented by inequalities and described by asymptotic average log-likelihood ratio for functionals of the nonnegative continuous random variables. As corollaries, we obtain several strong laws of large numbers for the random variable functionals. The results of this paper extend and improve the corresponding results of some current literatures.
Keywords :
Strong law of lager numbers , Asymptotic average log-likelihood ratio , Random variable functional , Strong deviation , Laplace transform
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2012
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1562659
Link To Document :
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