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系统科学与数学 1997
LOGARITHMIC LIKELIHOOD RATIO AND A CLASS OF STRONG LAWS FOR THE SEQUENCE OF INTEGER-VALUED RANDOM VARIABLES
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Abstract:
In this paper, the notion of logarithmic likelihood ratio, as a measure of the deviation of a sequence of integer-valued random variables from an independent random sequence with geometric distribution, is introduced. By restricting the logarithmic likelihood ratio, a certain subset of the sample space is given, and on this subset, a class of strong laws, represented by inequalities, are obtained. These strong laws contain some limit properties of the sequence of integer-valued random variables, concerning relative entropy density and the entropy function of geometric distribution.