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任意随机变量序列的一个强极限定理
A Strong Limit Theorem for Arbitrary Stochastic Sequence
【摘要】 研究任意随机变量序列的强收敛性.利用鞅差序列级数收敛定理,证明了任意随机序列的一个强极限定理,作为推论,得到了马氏过程、鞅差序列及独立随机变量序列的强大数定律.
【Abstract】 The strong convergence of the arbitrary stochastic sequences is studied.By the convergence theorem for martingale difference series, a strong limit theorem is obtained.From the result of this paper,it is easy to obtain the strong laws of large numbers for Markov process,martingale differences sequences and the independent random variables sequences.
【关键词】 鞅;
鞅差序列;
强大数定律;
【Key words】 martingale; martingale difference; the strong law of large number;
【Key words】 martingale; martingale difference; the strong law of large number;
【基金】 国家自然科学基金资助(10571076)
- 【文献出处】 大学数学 ,College Mathematics , 编辑部邮箱 ,2007年01期
- 【分类号】O211.4
- 【被引频次】7
- 【下载频次】95