A class of random deviation theorems for weighted sums of continuous random variables

摘要：

Consider Xn, n≥1 be a sequence of continuous random variables, we introduce the notion of loglikelyhood ratio of stochastic sequences, as a measure of dissimilarity between their joint distribution and the product qn (x1, ……,xn) of their marginals. We obtain some deviation theorems for the Jamison type weighted sums of continuous random variables by using the generating function method.

关键词： continuous random variables generating function weighted sums deviation theorems

作者: Yuesheng Song Weiguo Yang

作者单位: Faculty of Science, Jiangsu University, Zhenjiang, China

会议类型: 国际会议

会议名称: 2009 International Workshop on Information Security and Application(2009 信息安全与应用国际研讨会)

会议地点: 青岛

会议语种:英文

页码: 496-499

在线出版日期: 2009-11-21（万方平台首次上网日期，不代表论文的发表时间）