Sample Relative Entropy Rate and a Class of Strong Deviation Theorems on Random Select System
Sun Li-min · Journal of Hebei University of Technology · 2005
The notion of sample relative entropy rate and random select system are introduced to investigate arbitrary in- teger-valued random variables, and by use of sample relative entropy rate as a measure of the difference between the se- quences of arbitrary integer-valued random variables and nonhomogeneous Markov chains, considered on certain sets of the sample space, a class of strong deviation theorems on random select system are obtained.