Title :
A Strong Deviation Theorem Based on Laplace Transform on a Non-homogeneous Tree
Author :
Jin Shaohua ; Ding Chongguang ; Wang Yongxue ; Zhang Yanmin ; Lv Jie
Author_Institution :
Hebei Univ. of Technol., Tianjin, China
Abstract :
The strong deviation theorems is one of the central questions for studying in the International Probability theory. In this paper, a strong deviation theorem based on Laplace transform on a non-homogeneous tree was obtained by constructing a non-negative martingale and using Doob´s martingale convergence theorem.
Keywords :
Laplace transforms; convergence; probability; stochastic processes; trees (mathematics); Doob martingale convergence theorem; Laplace transform; international probability theory; nonhomogeneous tree; nonnegative martingale theorem; strong deviation theorem; Convergence; Density functional theory; Informatics; Information security; Information technology; Laplace equations; Probability distribution; Laplace transform; martingale; non-homogeneous tree; strong deviation theorem;
Conference_Titel :
Intelligent Information Technology and Security Informatics (IITSI), 2010 Third International Symposium on
Conference_Location :
Jinggangshan
Print_ISBN :
978-1-4244-6730-3
Electronic_ISBN :
978-1-4244-6743-3
DOI :
10.1109/IITSI.2010.67