| 随机变量序列加权和的强收敛性 |
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| 引用本文： | 刘京军,甘师信.随机变量序列加权和的强收敛性[J].数学学报,1998,41(4). |
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| 作者姓名： | 刘京军 甘师信 |
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| 作者单位： | 武汉大学数学系 |
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| 基金项目： | 国家自然科学基金,国家教委博士点基金 |
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| 摘 要： | 本文讨论了一般随机变量序列加权和的强收敛性．作为推论，得到一类鞅差序列加权和的收敛定理和若干经典的独立随机变量序列的强大数定律；已有的若干结论是本文结果的特例．
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| 关 键 词： | 加权和，鞅，强收敛性 |
Strong Convergence of Weighted Sums of Random Variable |
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| Liu Jingjun,Gan Shixin.Strong Convergence of Weighted Sums of Random Variable[J].Acta Mathematica Sinica,1998,41(4). |
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| Authors: | Liu Jingjun Gan Shixin |
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| Institution: | Liu Jingjun Gan Shixin (Department of Mathematics, Wuhan University, Wuhan 430072, China) |
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| Abstract: | In this paper, we discuss the strong convergence of weighted sums of arbitrary random variable. As corallaries, a class of convergence theorems for weighted sums of martingale differences and some classical strong law of large numbers for the sequence of independent random variables are obtained. |
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| Keywords: | Weighted sums Martingale Strong convergence |
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