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On large deviations properties of sequential allocation problems

 

作者: Apostolos N. Burnetas,   Michael N. Katehakis,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1996）
卷期: Volume 14, issue 1  

页码: 23-31

 

ISSN:0736-2994

 

年代: 1996

 

DOI:10.1080/07362999608809423

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Letbersequences of i.i.d. random variables andthe sample mean of ann-size sample, given an adaptive allocation rule. We show that ifis finite in a neighborhood of θ= 0, then, for all adaptive rules π,, for all closed setsfor all open setswhere I(x) and J(x) are rate functions independent of π

 

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