ON STRONG DEVIATION THEOREMS CONCERNING ARRAY OF RANDOM VARIABLES WITH APPLICATIONS

被引：0
|
作者：
Zhu, Ya-Hui [1 ,2 ]
Peng, Wei-Cai [2 ]
Zhang, Yong-Jin [1 ]
Wang, Zhong-Zhi [1 ]
机构：
[1] Anhui Univ Technol, Sch Microelect & Data Sci, Maanshan 243002, Peoples R China
[2] ChaoHu Univ, Sch Math & Big Data, Hefei 238000, Peoples R China
来源：
JOURNAL OF MATHEMATICAL INEQUALITIES | 2023年 / 17卷 / 03期
关键词：
Relative entropy; array of random variables; strong deviation theorem; nega-tively dependent random variables; CONVERGENCE;
D O I：
10.7153/jmi-2023-17-69
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, the concept of generalized relative entropy is firstly introduced as the random measure between two probability measures mu and mu similar to, 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.
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页码：1059 / 1074
页数：16
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