ON STRONG DEVIATION THEOREMS CONCERNING ARRAY OF RANDOM VARIABLES WITH APPLICATIONS.

Autor: YA-HUI ZHU, WEI-CAI PENG, YONG-JIN ZHANG, ZHONG-ZHI WANG
Předmět:
Zdroj: Journal of Mathematical Inequalities; Sep2023, Vol. 17 Issue 3, p1059-1074, 16p
Abstrakt: In this paper, the concept of generalized relative entropy is firstly introduced as the random measure between two probability measures μ and μ, then a class of strong deviation theorem (small deviation theorem) for array of dependent random variables is established. Based on the strong deviation theorem and its corollaries, a kind of strong deviation theorems and strong law of large numbers for row-wise negatively dependent random variables are obtained finally. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index