A kind of strong deviation theorem for the sequences of nonnegative integer-valued random variables

Using the notion of likelihood ratio, the limit properties of the sequences of dependent nonnegative integer-valued ndom variables are studied, and a kind of strong limit theorem represented by inequalities, or the strong deviation eorem, is obtained. In the proof an approach of applying the tool of generating function together with the method of litting intervals to the study of the strong laws is proposed.

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Year of publication:	1997
Authors:	Wen, Liu
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 4, p. 343-349
Publisher:	Elsevier
Keywords:	Strong law Nonnegative integer-valued random variable Generating function Strong deviation theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254209