| 基于Laplace变换的连续型随机变量的强偏差定理 |
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| 作者姓名： | 王薇 李文汉 |
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| 作者单位： | 石家庄经济学院,河北,石家庄,050031 |
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| 基金项目： | 石家庄经济学院校内科研项目 |
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| 摘 要： | 用似然比的概念研究非负的连续性的随机变量序列的极限性质，得到一类与其条件期望的随机偏差定理，在证明中提出了将Laplace变换这个工具应用到极限研究的一种途径。
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| 关 键 词： | 期望 似然比 Laplace 变换 |
A Class of Stong Deviation Theorems For Continuous Random Variables By Transformation of Laplace |
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| Authors: | WANG Wei LI Wen-ban |
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| Institution: | WANG Wei LI Wen-han |
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| Abstract: | In virtue of the notion of likelihood ratio , the limit properlies of the sequence of nonnegative continuous random variables are studied , and a class of strong deviation theorems which represcented by inequalities with random variables and their conditional expection are obtained. In the proof an approach of applying the tool of transformation of Laplace to the study of strong limit theorem is proposed. |
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| Keywords: | expection likelihood ratio transformation of Laplace |
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