A Class of Random Approximation Theorems for Random Sums of Arbitrary Stochastic Sequence on Nonhomogeneous Markov Chains
Received:December 16, 2007  Revised:December 01, 2008
Key Words: stochastic sequence   limit logarithmic likelihood ratio   random approximation theorem   Markov distribution   stochastic dominated sequence.  
Fund Project:the Natural Science Fund for Universities of Jiangsu Province (No.09KJD110002).
Author NameAffiliation
WANG Kang Kang Department of Mathematics, Jiangsu University of Science and Technology, Jiangsu 212003, China 
CHEN Qing Department of Mathematics, Harbin Institute of Technology, Heilongjiang 150001, China 
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Abstract:
      In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure $P$ and the Markov distribution on measure $Q$, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.
Citation:
DOI:10.3770/j.issn:1000-341X.2009.06.010
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