Proceedings of 2009 International Workshop on Information Security and Application (IWISA 2009) Qingdao, China, November 2122, 2009 Editors: Feng Gao and Xijun Zhu AP Catalog Number: APPROCCS09CN004 ISBN: 9789525726060 Page(s): 496499 

A Class of Random Deviation Theorems for Weighted Sums of Continuous Random Variables Yuesheng Song and Weiguo Yang 
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Abstract 

Consider a sequence of continuous random variables, we introduce the notion of loglikelyhood ratio of stochastic sequences, as a measure of dissimilarity between their joint distribution and the product of their marginals. We obtain some deviation theorems for the Jamison type weighted sums of continuous random variables by using the generating function method. 

Index Terms 

continuous random variables, generating function, weighted sums, deviation theorems 

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