The Strong Deviation Theorem in Series Investment Modeling
BAI Yun-fen1,2，YE Zhong-xing1
（1. Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240, China; 2. Department of Mathematics, Shijiazhuang College, Shijiazhuang 050035, China)
Abstract Using the properties of submartingales, this paper obtained a strong deviation theorem about the limit properties of return rate when there are deviations between the estimated and the real distributions of the return rate. The conclusions are represented by inequalities.
Received: 12 December 2007
Published: 28 December 2008
