A Strong Limit Theorem for Functions of Continuous Random Variables and an Extension of the Shannon-McMillan Theorem
By means of the notion of likelihood ratio, the limit properties of the sequences of arbitrary-dependent continuous random variables are studied, and a kind of strong limit theorems represented by inequalities with random bounds for functions of continuous random variables is established. The Shanno...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2008-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2008/639145 |
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