A class of random deviation theorems and the approach of Laplace transform

DOI10.1016/j.spl.2008.07.048zbMath1163.60014OpenAlexW2015823288MaRDI QIDQ1003423

Shuang Chen, Jun Hua Zhang, Gao Rong Li

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.048

zbMATH Keywords

Laplace transformstrong deviation theoremdependent nonnegative random variableslog likelihood ratio

Mathematics Subject Classification ID

Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (3)

Strong deviation theorems for delayed sums of the nonnegative continuous random variables ⋮ Strong deviation theorems for functionals of the nonnegative continuous random variables ⋮ A class of small deviation theorems for the random variables associated withmth-order asymptotic circular Markov chains

Cites Work

• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• Some limit properties for Markov chains indexed by a homogeneous tree.
• A strong limit theorem expressed by inequalities for the sequences of absolutely continuous random variables
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