Strong deviation theorems for functionals of the nonnegative continuous random variables

DOI10.1016/J.JMAA.2011.12.028MaRDI QIDQ764928zbMATH OpenOpenAlexFDO

Authors Xuewu Wang

Publication date 16 March 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2011.12.028

zbMATH Keywords

Laplace transformasymptotic average log-likelihood ratiorandom variable functionalstrong deviationstrong law of lager numbers

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Large deviations (60F10) Strong limit theorems (60F15)

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Cites work

• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A class of random deviation theorems and the approach of Laplace transform
• A class of random deviation theorems for sums of nonnegative stochastic sequence and strong law of large numbers
• A class of small deviation theorems for the sequences of nonnegative integer-valued random variables
• A note on strong limit theorems for arbitrary stochastic sequences
• A strong limit theorem for functions of continuous random variables and an extension of the Shannon-McMillan theorem
• A strong limit theorem on gambling systems
• Relative entropy densities and a class of limit theorems of the sequence of m-valued random variables

Cited in

(5)

• Some strong deviation theorems of return rate in investment modeling
• scientific article; zbMATH DE number 1264359 (Why is no real title available?)
• Strong deviation theorems for delayed sums of the nonnegative continuous random variables
• Strong deviation theorems for the sequence of continuous random variables and the approach of Laplace transform
• A class of strong deviation theorems and an approach of Laplace transformation

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