共查询到20条相似文献,搜索用时 110 毫秒
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设{Xn,n≥1}是同分布随机变量序列,{αnk,n≥1,1≤k≤n}是满足某种条件的常数序列.本文在ψ-混合,ρ-混合,ρ~-混合条件下讨论了加权和∑kn=1ankXk的Kolmogorov强大数定律. 相似文献
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本文获得了B值ρ混合随机元序列的均值收敛性,Kolmogorov强大数定律以及正则和极大值矩的存在性问题,推广和改进了已有的结果. 相似文献
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本文将Kolmogorov型不等式推广到φ-混合序列,并且研究其强收敛性质,得到了φ-混合序列的Khintchine-Kolmogorov型收敛定理、三级数定理和Marcitlkiewicz型强大数定律. 相似文献
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假设x1,xm iid服从分布F,当F连续时,Kolmogorov统计量的精确分布已由张里千(1956)获得.本文考虑在n个点上取概率为1/n的离散分布.得到的精确分布与张里千的结果有相同的形式.利用这个结果,得到Kolmogorov统计量分布的Bootstrap逼近的收敛速度为n-1/2的阶.这是对统计量的极限分布形式复杂甚至未知的情况下Bootstrap逼近的收敛速度问题的一个初步的探讨. 相似文献
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《高校应用数学学报(A辑)》2015,(4)
在一个独立随机变量序列的重对数律的基础上,获得了一个不同分布WOD随机变量序列的重对数定理,定理的证明基于一个Kolmogorov型指数不等式. 相似文献
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利用两两NQD列三级数定理的思想和Chebyshev不等式,研究了两两NQD列在一类广泛条件下的弱大数定律和一类加强条件下的强大数定律,得到了与独立情形一致的结果,还特别讨论了同分布情形,推广了相关文献的结果. 相似文献
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A. N. Frolov 《Journal of Mathematical Sciences》2006,133(3):1356-1370
We derive universal strong laws for increments of sums of independent, nonidentically distributed, random variables. These
results generalize universal results of the author for the i.i.d. case which include the strong law of large numbers, law
of the iterated logarithm, Erdos-Renyi law, and Csorgo-Revesz laws. Bibliography: 27 titles.
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Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 260–285. 相似文献
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LIANG HANYING 《数学年刊B辑(英文版)》2000,21(1)
1.IntroductionandMainResultsAsequence{X.,n21}ofrealvaluedrandomvariablesissaidtosatisfythelawoflargenumbersofHsu-Robbins(1947)typewithasequence{b.}ofrealnumbersifVP(ISn-b.I2ne)< co,Ve>0,(1.1)ZP(ISn-b.I2ne)< co,Ve>0,(1.1)n=1whereS.~ZXi.Conditionsunderwhich(1.1)holdswerediscussedinmanypapers.Ai=1moregeneralresultforlidrealvaluedrandomvariablesisgivenin[2].LetBbearealseparableBanachspacewithnorm11'11and{X.}asequenceofB-valuedrandomelemefltsandputSa~ZXi,n21.Candcdenotepositivefinitecon… 相似文献
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设{X,Xn,n≥0}是两两独立同分布的随机变量序列,1
1.为了证明这一结论而获得到的两两负相关随机变量序列的Cesaro强大数定律收敛速度的结果本身也是有意义的.此结果对于同分布的两两NQD序列也是对的. 相似文献
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LIANG Hanying 《数学年刊B辑(英文版)》2000,21(1):83-88
Under some conditions on probability, this note discusses the equivalence between the complete convergence and the law of
large number forB- valued independent random elements. The results of [10] become a simple corollary of the results here. At the same time,
the author uses them to investigate the equivalence of strong and weak law of large numbers, and there exists an example to
show that the conditions on probability are weaker.
Project supported by the National Natural Science Foundation of China. 相似文献
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Cheng HU 《数学年刊B辑(英文版)》2018,39(5):791-804
This paper deals with strong laws of large numbers for sublinear expectation under controlled 1st moment condition. For a sequence of independent random variables, the author obtains a strong law of large numbers under conditions that there is a control random variable whose 1st moment for sublinear expectation is finite. By discussing the relation between sublinear expectation and Choquet expectation, for a sequence of i.i.d random variables, the author illustrates that only the finiteness of uniform 1st moment for sublinear expectation cannot ensure the validity of the strong law of large numbers which in turn reveals that our result does make sense. 相似文献
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In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers. 相似文献
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In this paper, Kolmogorov's strong law of large numbers for sums of independent and level-wise identically distributed fuzzy random variables is obtained. 相似文献
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CHEN ZengJing 《中国科学 数学(英文版)》2016,59(5):945-954
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities. 相似文献