A Class of Strong Deviation Theorems for the Sequence of Arbitrary Integer-Valued Random Variables

Author

Jin, Shao-hua ; Lu, Jian-guo ; Wang, Nan ; Jiang, Hui-hui

Author_Institution

Hebei Univ. of Technol., Tianjin, China

Volume

3

fYear

2009

fDate

21-22 May 2009

Firstpage

193

Lastpage

195

Abstract

Probability theory is a branch of mathematics dealing with chance phenomena and has clearly discernible links with the real world. It is the framework foundations of many applying subjects, such as information theory, mathematics risk theory and Insurance theory for actuaries etc. The strong deviation theorems is one of the central questions for studying in the international probability theory . In this paper , a class of strong deviation theorems for the sequence of arbitrary integer-valued random variables are obtained by constructing a nonnegative martingale.

Keywords

probability; random processes; actuaries; arbitrary integer-valued random variables sequence; chance phenomena; information theory; insurance theory; international probability theory; mathematics risk theory; nonnegative martingale; strong deviation theorems; Information theory; Insurance; Mathematics; Random variables; geometric distribution; martingale; random variables; strong deviation theorem;

fLanguage

English

Publisher

ieee

Conference_Titel

Information and Computing Science, 2009. ICIC '09. Second International Conference on

Conference_Location

Manchester

Print_ISBN

978-0-7695-3634-7

Type

conf

DOI

10.1109/ICIC.2009.254

Filename

5168837