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1.
随机变量序列加权和的强收敛性   总被引:12,自引:0,他引:12  
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.  相似文献   

2.
关于任意随机变量序列的一类强极限定理   总被引:26,自引:0,他引:26  
刘文  杨卫国  张丽娜 《数学学报》1997,40(4):537-544
本文的目的是建立一类任意随机变量序列的强极限定理,作为推论,得到了一类鞅差序列收敛定理,马氏过程的强极限定理和若干经典的独立随机变量序列的强大数定律,已有的若干轶差序列收敛定理和可列非齐次马氏链的一个强极限定理是本文结果的特例,本文的主要结果对随机变量序列除矩条件外没有任何要求.  相似文献   

3.
关于任意随机变量序列泛函的强极限定理   总被引:1,自引:1,他引:0  
邱德华  杨向群 《数学杂志》2003,23(3):323-327
本文在k是固定的正整数,{fn}是R^k 1上的Borel可测函数列时,得到了任意随机变量序列{Xrn≥0}的泛函{fn(Xn-k,…,Xn)}的强极限定理,它是Chung的关于独立随机变量序列的强大数律的推广,作为推论,得到了k重非齐次马尔科夫链的一类强极限定理.  相似文献   

4.
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.  相似文献   

5.
随机变量序更加权和的强收敛性   总被引:3,自引:0,他引:3  
刘京军  甘师信 《数学学报》1998,41(4):823-832
本文讨论一般随机变量序列加权和强收敛性,并为推论,得到一类鞅差序列加权和昨若干经典的独立随机变量序是的强大数定律,已有的若干结论是本文结果的特例。  相似文献   

6.
王学武 《经济数学》2007,24(3):300-306
利用对数似然比作为一类整值随机变量序列相对于独立随机变量序列的偏差度量,在限定对数似然比的给定样本空间的子集上,建立并证明一类整值随机变量序列的强偏差定理,作为推论得到了此类分布的独立随机变量序列的若干强大数定律.  相似文献   

7.
构造出一个独立随机变量序列的例子,说明Shiryaev的一个关于独立随机变量序列强极限定理是一个新的类型的定理.  相似文献   

8.
本文研究非平稳φ 混合序列的强大数律:无需混合速度限制,给出了完全收敛成立的充要条件;在弱混合速度条件下,讨论了Marcinkiewicz Zygmund强律成立的必要条件,进而得出混合情形的Marcinkiewicz Zygmund强律,其结果与独立情形相一致.  相似文献   

9.
该文对由独立同分布随机变量序列所生成的线性过程建立了泛函重对数律和用Wiener过程对线性过程的强逼近结果.  相似文献   

10.
不同分布ρ混合序列的强收敛速度   总被引:11,自引:0,他引:11  
讨论了ρ混合序列的强收效性,获得了与独立情形几乎一致的结果,推广了著名的Marcinkiewicz-Zygmund强大数律.  相似文献   

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We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.  相似文献   

13.
Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.  相似文献   

14.
It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.  相似文献   

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正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with  相似文献   

17.
正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.  相似文献   

18.
A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].  相似文献   

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