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.

引用

页码：1059 / 1074

页数：16

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