Skip to main content
Log in

A class of strong deviation theorems and an approach of Laplace transformation

  • Bulletin
  • Published:
Chinese Science Bulletin

Abstract

The limit properties of the dependent sequence of absolutely continuous random variables are investigated by using the notion of likelihood ratio, and a class of strong limit theorems, represented by inequalities, i.e. the strong deviation theorems, are obtained. In the proof an approach of applying the Laplace transformation to the investigation of the strong limit theorems is proposed.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Laha, R. G., Rohatgi, V. K.,Probability Theory, New York: Wiley, 1979.

    Google Scholar 

  2. Liu Wen, Relative entropy densities and a class of limit theorems of the sequence ofm-valued random variables,Ann. Probab., 1990, 18: 829.

    Article  Google Scholar 

  3. Deng, Y. L., Liang, Z. S.,Stochastic Point Process and Its Applications (in Chinese), Beijing: Science Press, 1992.

    Google Scholar 

  4. Natanson, I.,Theory of Functions of a Real Variable, New York: Ungar, 1961.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

About this article

Cite this article

Liu, W. A class of strong deviation theorems and an approach of Laplace transformation. Chin. Sci. Bull. 43, 1605–1610 (1998). https://doi.org/10.1007/BF02883403

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02883403

Keywords

Navigation