A class of random deviation theorems and the approach of Laplace transform (Q1003423)

The notation of the log likelihood ratio is used to obtain the limit properties of the sequence of dependent nonnegative integrable random variables. A kind of a strong limit theorems represented by inequalities is obtained which are called by the authors strong deviation theorems. The bounds given by these theorems depend on the sample point. A similar paper was published by \textit{W. Liu} [Chin. Sci. Bull. 43, No. 19, 1605--1610 (1998; Zbl 0994.60031)]. The references contain 8 bibliographical hints, \textit{P. Billingsley}, Probability and measure. 2nd ed. John Wiley\,\&\,Sons (1986; Zbl 0649.60001), \textit{J. L. Doob}, Stochastic processes. New York: Wiley. 654 S. (1953; Zbl 0053.26802), \textit{J. Abate} and \textit{W. Whitt}, J. Oper. Res. Soc. Japan 42, No. 3, 268--285 (1999; Zbl 1002.60016), \textit{R. G. Laha} and \textit{V. K. Rohatgi}, John Wiley\,\&\,Sons. XIII, 557 p. (1979; Zbl 0409.60001), \textit{L. Wen}, Ann. Probab. 18, No. 2, 829--839 (1990; Zbl 0711.60026), \textit{W. Liu} and \textit{Y. Wang}, Hiroshima Math. J. 32, No. 3, 379--387 (2002; Zbl 1016.60035), \textit{W. Yang}, Stat. Probab. Lett. 65, No. 3, 241--250 (2003; Zbl 1068.60045) and \textit{W. Liu}, Strong deviation theorems and analytic method, Science Press, Beijing (2003) (in Chinese).