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Almost Sure Limit Behavior of Discrete Random Sequence with Application to Arbitrary Information Sources |
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PP: 333-343 |
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Author(s) |
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Zhong-Zhi Wang,
Keyue Ding,
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Abstract |
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| In this paper, the notion of the limit of logarithmic likelihood ratio of random sequences,
as a measure of dissimilarity between two probability measures, is introduced.
After establishing a ratio of two measures by means of constructing a new probability
measure, we obtained the strong random deviation theorems for partial sums of
functions of arbitrary discrete random variables under suitable restrictive conditions.
As a direct application, we used our results to derive some limit properties of discrete
information source. |
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