Article ID Journal Published Year Pages File Type
1153278 Statistics & Probability Letters 2008 7 Pages PDF
Abstract
We consider the logarithm of the likelihood ratio between the sequence of the nonnegative integer valued random variables and the independent product distribution, establishing strong deviation theorems on the subset. As a corollary, we obtain classical strong laws of large numbers of Kolmogorov type for dependent random sequences with different distributions. Moreover, we discuss the deviation estimation for nonhomogeneous Markov chains.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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