IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v79y2009i2p202-210.html
   My bibliography  Save this article

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

Author

Listed:
  • Li, Gaorong
  • Chen, Shuang
  • Zhang, Junhua

Abstract

In this paper, we use the notion of log likelihood ratio to obtain the limit properties of the sequences of dependent nonnegative integrable random variables. A kind of strong limit theorem represented by inequalities which we call the strong deviation theorem is obtained. The bounds given by these theorems depend on sample point.

Suggested Citation

  • Li, Gaorong & Chen, Shuang & Zhang, Junhua, 2009. "A class of random deviation theorems and the approach of Laplace transform," Statistics & Probability Letters, Elsevier, vol. 79(2), pages 202-210, January.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:2:p:202-210
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00369-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Yang, Weiguo, 2003. "Some limit properties for Markov chains indexed by a homogeneous tree," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 241-250, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhiyan Shi & Zhongzhi Wang & Pingping Zhong & Yan Fan, 2022. "The Generalized Entropy Ergodic Theorem for Nonhomogeneous Bifurcating Markov Chains Indexed by a Binary Tree," Journal of Theoretical Probability, Springer, vol. 35(3), pages 1367-1390, September.
    2. Delmas, Jean-François & Marsalle, Laurence, 2010. "Detection of cellular aging in a Galton-Watson process," Stochastic Processes and their Applications, Elsevier, vol. 120(12), pages 2495-2519, December.
    3. Shi, Zhiyan & Yang, Weiguo, 2010. "Some limit properties for the mth-order nonhomogeneous Markov chains indexed by an m rooted Cayley tree," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1223-1233, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:79:y:2009:i:2:p:202-210. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.