In chapter l , we introduce the relative background on this paper and give some simple expressions of the work which have been studied . in chapter 2 , in virtue of the notion of likelihood ratio the limit properties of the sequences of dependent nonnegative continuous random variables are studied , and a class of strong limit theorems represented by inequalities are obtained . the bounds given by these theorems depend on positive constant c . in chapter 3 , by means of the notion of log likelihood ratio , a kind random strong deviation theorem are obtained , and the bounds given by these theorems depend on r ( ) 第一章,介紹本論文的選題背景,對已有的工作進行扼要的介紹;第二章,利用似然比的概念研究相依連續(xù)型非負隨機變量序列的極限性質(zhì),得到一類強偏差定理,其偏差界依賴于正常數(shù)c ;第三章,利用對數(shù)似然比的概念得到一類隨機偏差定理,其偏差界依賴于r ( ) ,證明中引進了尾概率和尾概率的laplace變換的概念;第四章,利用對數(shù)似然比的概念,得到了一類關(guān)于任意連續(xù)型隨機變量序列的泛函的強偏差定理。
The strong deviation theorems are new type theorems established by using the notion of the likelihood ratio . professor liu wen frist applied an analysis method in solving a class of strong deviation theorems for a sequense of random variables . later professor liu wen studied the shannon - mcmillan theorem in information theorems [ 2 ] - [ 8 ] and deviation theorems of non - negative continuous random variables [ 10 ] - [ 11 ] by using the analytic technique and obtained some strong deviation theorems . the chapter 2 of the paper studied a class of strong deviation theorems of function of two variables of information sources and obtained a further study of shannon - mcmillan theorem of markov information sourses by definning the using concept of entropy density divergence . the chapter 3 of the paper studied a class of strong deviation theorems of non - negative continuous random variables by using tool of transformation of laplace . information theory , as a branch of applied probability theory , becomes more and more important in appling 劉文教授在解決大數(shù)定律中,用首創(chuàng)的分析方法得到一類隨機變量序列的強偏差定理。后來,劉文教授把分析方法用于信息論中shannon - mcmillan定理和連續(xù)型隨機變量的偏差定理的研究,得到了若干強偏差定理。本文的第二章是引進任意信源相對熵密度偏差的概念,并利用這個概念研究任意信源二元函數(shù)的一類強偏差定理,得到了馬氏信源shannon - mcmillan定理的一個推廣。
In this paper , by means of the notion of likelihood ratio and log likelihood ratio the limit properties of the sequences of dependent continuous random variables are studied , and a class of strong limit theorems represented by inequalities are obtained . in the proof an approach of applying the tool of laplace transform to the study of strong limit theorem is proposed 本論文繼續(xù)這方面的工作,利用似然比、對數(shù)似然比的概念研究相依連續(xù)型隨機變量序列的極限性質(zhì),得到相應(yīng)的用不等式表示的強偏差定理。證明中提出了將laplace變換的工具應(yīng)用于強極限定理研究的一種方法。
In chapter 4 , the purpose of this chapter is to establish a kind of strong deviation theorems of functional for the sequences of arbitrary continuous random variables , by using the conception of log likelihood ratio , and extend the strong deviation theorems on the differential entropy for dependent arbitrary continuous information sources on the the probability space ( , . f , p ) 使得對于在概率空間( , f , p )上的任意連續(xù)型信源的微分熵的強偏差定理是本文的推論;第五章,總結(jié)本文的主要結(jié)論。
Then we get ruin probability , actuarial diagnostics and lundberg inequality in the new model . as to the risk model with random premium rate , we concerned with discrete random variable , continuous random variable and general random variable . we derive the formula of ruin probability , the extreme during the total duration of negative surplus and the joint distribution of the surplus immediately before ruin and the deficit at ruin 對于保費率為隨機變量的一類風險模型,本文就離散的隨機變量、連續(xù)的隨機變量、一般的隨機變量三個方面進行討論,運用概率方法和風險理論的方法推導(dǎo)出破產(chǎn)概率、末離前最大盈余分布、破產(chǎn)前瞬時盈余與破產(chǎn)赤字的聯(lián)合分布等精算量分布的一般公式。