A Class of Strong Deviation Theorems for Sub-Gaussian Stochastic Sequence
Aihua Fan · Journal of Anhui University of Technology · 2012
Properties for the partial sum limit of Sub-Gaussian stochastic sequence are discussed.By introducing the concept of relative entropy and using limit inequality of likelihood ratio together with analytic methods,the strong limit theorems about Sub-Gaussian stochastic sequence are extended.Besides,a class of strong limit theorems for Sub-Gaussian stochastic sequence represented with inequalities are given,that is strong deviation theorem.