任意随机序列关于非齐次马氏链的随机和的一类随机偏差定理(英文)

摘要

In this paper, the notion of limit random logarithmic likelihood ratio of stochastic sequence, as a measure of dissimilarity between the joint distribution on measure P and the Markov distribution on measure Q, is introduced. A class of random approximation theorems for arbitrary stochastic dominated sequence are obtained by using the tools of generating functions and the tailed-probability generating functions.