On strong deviation theorems concerning array of dependent random sequence

被引：0
|
作者：
Hu, Ping [1 ]
Chen, Mengru [1 ]
Chen, Shu [1 ]
Wang, Zhong-zhi [1 ]
机构：
[1] Anhui Univ Technol, Sch Math & Phys Sci & Engn, Maan Shan 243002, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 09期
基金：
中国国家自然科学基金;
关键词：
strong deviation theorem; sample-divergence rate; arithmetic mean; geometric mean; strong law of large number; LIMIT-THEOREMS; DELAYED SUMS;
D O I：
10.1080/03610926.2021.1967396
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let xi={xi(ni),1 <= i <= n}(n is an element of N) be an array of random variables on the probability space (Omega,F,P). Let Q be another probability measure on F and, assume that under the law of Q, xi is row-wise independent. Let h(P parallel to Q) be the sample-divergence rate of P with respect to Q related to xi. A kind of strong deviation theorems, represented by h(P parallel to Q), of the arithmetic mean and the geometric mean of xi are obtained. Moreover, no conditions are imposed on the joint distribution of xi.
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页码：3098 / 3107
页数：10
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