The purpose of this paper is to obtain some strong deviation theorems for arbitrary continuous random variable sequences under suitable restrict Chung‐Teicher type conditions.
The crucial part of the proof is to construct a.s. convergence super‐martingale by means of the notion of limit logarithmic likelihood ratio of random variable sequences and then applying the martingale convergence theorem.
The upper and lower bounds of the deviations from the sums of arbitrary continuous random sequence to their marginals are obtained.
The rigorous bounds are the main limitations which are difficult to obtain.
A useful method to study the property of dependent random sequence.
The paper presents the new approach of proof strong limit theorems.
CitationDownload as .RIS
Emerald Group Publishing Limited
Copyright © 2008, Emerald Group Publishing Limited