%0 Journal Article
%T 关于序列投资模型中的一个强极限定理<br>A Limiting Theorem in the Successive Investment Market of Modeling
%A 孟雪健
%A 徐岩松
%A 王吉祥
%A 汝朋帅
%A 韩澍婷
%A 魏凯旋
%A 宋静
%J Pure Mathematics
%P 580-584
%@ 2160-7605
%D 2020
%I Hans Publishing
%R 10.12677/PM.2020.106070
%X <p align=\"justify\">
	本文给出渐近样本相对熵的概念作为任意投资序列联合分布与其边缘分布之间不相似性的度量，利用Borel-Cantelli引理，得到了一般市场条件下序列投资模型的一个强极限定理。<br />
In this paper, we use the notion of asymptotic sampling relative entropy as the dissimilarity be-tween the true distribution of investment market and their margins. Furthermore, by using Boreel-Cantelli lemma, a strong limiting theorem for successive investment under general market condition is obtained.
</p>
%K 投资组合，收益率，渐近样本相对熵，Borel-Cantelli引理，极限定理<br>Portfolio
%K Return Rate
%K Asymptotic Sampling Relative Entropy
%K Borel-Cantelli Lemma
%K Limiting Theorem
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=36107