Strong deviation theorems for functionals of the nonnegative continuous random variables

DOI10.1016/J.JMAA.2011.12.028zbMath1236.60035OpenAlexW2088276857MaRDI QIDQ764928

Xuewu Wang

Publication date: 16 March 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.12.028

zbMATH Keywords

Laplace transformasymptotic average log-likelihood ratiorandom variable functionalstrong deviationstrong law of lager numbers

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

Strong deviation theorems for delayed sums of the nonnegative continuous random variables

Cites Work

• Unnamed Item
• A note on strong limit theorems for arbitrary stochastic sequences
• A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables
• A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem
• A class of random deviation theorems and the approach of Laplace transform
• A class of small deviation theorems for the sequences of nonnegative integer-valued random variables
• A strong limit theorem on gambling systems

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