A Class of Strong Limit Theorems and Moment Generating Function Method
- ISSN号:2095-2651
- 期刊名称:《数学研究及应用:英文版》
- 时间:0
- 分类:O211.4[理学—概率论与数理统计;理学—数学] O175.29[理学—数学;理学—基础数学]
- 作者机构:[1]College of Mathematics and Physics, Shijiazhuang University of Economics, Hebei 050031, P. R. China, [2]College of Applied Sciences, Beijing University of Technology, Beijing 100124, P. R. China
- 相关基金:Supported by the National Nature Science Foundation of China (Grant No. 11101014), the Specialized Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20101103120016), the Funding Project for Academic Human Resources Development in Institutions of Higher Learning Under the Jurisdiction of Beijing Municipality (Grant No. PHR20110822), Training Programme Foundation for the Beijing Municipal Excellent Talents (Grant No. 2010D005015000002), the Fundamental Research Foundation of Beijing University of Technology (Grant No. X4006013201101), Education Department Science Project of Hebei Province (Grant No. Z2010297) and Science Project of Shijiazhuang University of Economics (Grant No. XN0912).Acknowledgment The authors would like to thank the referees for their helpful comments that helped to improve an earlier version of this article.
关键词:
强极限定理, 母函数方法, 随机变量序列, 矩母函数, 极限性质, 绝对连续, 随机边界, 似然比, likelihood ratio, strong limit theorem, moment generating function.
中文摘要:
Corresponding author E-mail address: ligaorong@gmail.com