ASYMPTOTIC OPTIMALITY AND ASYMPTOTIC EQUIPARTITION PROPERTIES OF LOG-OPTIMUM INVESTMENT

被引：159

作者：

ALGOET, PH

COVER, TM

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

[2] STANFORD UNIV,DEPT ELECT ENGN,STANFORD,CA 94305

来源：

关键词：

D O I：

10.1214/aop/1176991793

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：876 / 898

页数：23

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