On Strong Deviation Theorems Concerning Arrays of Non-Negative Integer-Valued Random Variables
DOI:
https://doi.org/10.4208/jms.v55n2.22.07Keywords:
Generating function, strong deviation theorem, general relative entropy.Abstract
In this article, by using the notion of general relative entropy as a measure of dependence of random variables, a kind of strong deviation theorems for the averages of array of integer-valued random variables are established. At the end of this paper, we give the upper and lower bounds for general moving averages of the form.
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Published
2022-04-25
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