Article ID Journal Published Year Pages File Type
6419262 Journal of Mathematical Analysis and Applications 2012 11 Pages PDF
Abstract

By using the approach of Laplace transform, we establish the strong deviation theorems represented by inequalities and described by asymptotic average log-likelihood ratio for functionals of the nonnegative continuous random variables. As corollaries, we obtain several strong laws of large numbers for the random variable functionals. The results of this paper extend and improve the corresponding results of some current literatures.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
,