Title :
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
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;
Conference_Titel :
Information and Computing Science, 2009. ICIC '09. Second International Conference on
Conference_Location :
Manchester
Print_ISBN :
978-0-7695-3634-7
DOI :
10.1109/ICIC.2009.254
