共查询到19条相似文献,搜索用时 72 毫秒
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本文引入任意随机变量序列停时变换的概念,利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理,讨论了变换的局部收敛性及强大数定理,作为推论得到了关于赌博系统的若干强极限定理。 相似文献
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本文研究了B值随机元序列加权和的强收敛性.利用Banach空间的几何性质(p型或p阶光滑),在较弱的条件下得到了B值随机元序列加权和的强大数律,这些结果推广和改进了已知的一些文献中相应的结论. 相似文献
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本文利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理,研究随机变量序列变换的局部收敛性及强大数定理,作为推论得到了关于赌博系统的若干强极限定理。 相似文献
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B值随机元的和的尾概率及其收敛速度 总被引:2,自引:0,他引:2
§1.引言及主要结果 设B是一可分Banach空间,‖·‖表示其上的范数,{X_n}是定义在同一概率空间上的B值随机元序列,S_n=sum from n=1 to n X_k(在本文以下内容中,均使用这一记号,始终不变),{t_n}是单调不减的正实数序列,并且本文的目的是研究概率的收敛速度问题,其中ε为任一给定的正数。 相似文献
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B值行独立随机元阵列的完全收敛性 总被引:1,自引:0,他引:1
本文研究了B值行独立的随机元阵列完全收敛性,在对Banach空间B没有p型的要求下,根据Banach空间上的A.de Acosta.不等式与Hoffman-JФrgensen不等式,得到了几个有意义的结果. 相似文献
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关于B值随机和完全收敛性的进一步讨论 总被引:1,自引:0,他引:1
该文在深入揭示B值非随机和完全收敛性中的一系列等价关系的基础上,给出了随机和完全收敛的充分条件,改进和完善了有关文献中的既有成果,并对矩条件的必要性和问题做了初步讨论。 相似文献
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引入任意可积适应随机变量序列的停时变换的概念,利用软方法与分析方法相结合,讨论了变换的局部收敛性.作为应用,研究了适随机序列的无规则性定理。 相似文献
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In this paper we establish a new local convergence theorem for partial sums of arbitrary stochastic adapted sequences. As
corollaries, we generalize some recently obtained results and prove a limit theorem for the entropy density of an arbitrary
information source, which is an extension of case of nonhomogeneous Markov chains. 相似文献
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在随机元阵列随机有界于某非负随机变量的条件下,得到了B值行独立的随机元阵列的矩完全收敛性的一些充分条件.同时研究了p型Banach空间中行独立的随机元阵列的矩完全收敛性. 相似文献
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吴永锋 《纯粹数学与应用数学》2009,25(2):377-383
设{Xn,n≥1)是NA列或两两NQD列,{ank;1≤k≤n,n∈N)是实数阵列.利用矩不等式和截尾方法,研究了∑k=1^n ankXk的L^p收敛性,所获结论推广和改进了前人的相应结果. 相似文献
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研究了一类随机适应序列的强极限定理,推广了最近发表的几个结果,并进一步推广了Borel—Cantelli引理. 相似文献
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Complete moment and integral convergence for sums of negatively associated random variables 总被引:2,自引:0,他引:2
For a sequence of identically distributed negatively associated random variables {Xn; n ≥ 1} with partial sums Sn = ∑i=1^n Xi, n ≥ 1, refinements are presented of the classical Baum-Katz and Lai complete convergence theorems. More specifically, necessary and sufficient moment conditions are provided for complete moment convergence of the form ∑n≥n0 n^r-2-1/pq anE(max1≤k≤n|Sk|^1/q-∈bn^1/qp)^+〈∞to hold where r 〉 1, q 〉 0 and either n0 = 1,0 〈 p 〈 2, an = 1,bn = n or n0 = 3,p = 2, an = 1 (log n) ^1/2q, bn=n log n. These results extend results of Chow and of Li and Spataru from the indepen- dent and identically distributed case to the identically distributed negatively associated setting. The complete moment convergence is also shown to be equivalent to a form of complete integral convergence. 相似文献
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Strong convergence of pairwise NQD random sequences 总被引:1,自引:0,他引:1
Strong limit theory is one of the most important problems in probability theory. Some results on the convergence of pairwise NQD random sequences have been presented. This paper further analyzes the strong convergence of pairwise NQD sequences and generalizes partial results of Wu [Q.Y. Wu, Convergence properties of pairwise NQD random sequences, Acta Math. Sinica 45 (3) (2002) 617-624 (in Chinese)]. Since no general moment inequalities are given as so far, we avoid this problem and obtain a class of strong limit theorem for NQD sequences and some corresponding conclusions by use of truncation methods and generalized three series theorem, which are the supplements to the previous fruits. 相似文献
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For a blockwise martingale difference sequence of random elements {Vn , n ≥ 1} taking values in a real separable martingale type p (1 ≤ p ≤ 2) Banach space, conditions are provided for strong laws of large numbers of the form limn→∞∑ n i=1 Vi /gn = 0 almost surely to hold where the constants gn ↑∞. A result of Hall and Heyde [Martingale Limit Theory and Its Application, Academic Press, New York, 1980, p. 36] which was obtained for sequences of random variables is extended to a martingale type p (1 p ≤ 2) Banach space setting and to hold with a Marcinkiewicz-Zygmund type normalization. Illustrative examples and counterexamples are provided. 相似文献
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Dang Hung Thang 《Stochastics An International Journal of Probability and Stochastic Processes》2016,88(6):927-945
In this paper, we study infinite products of independent random operators. Conditions for the existence a.s. and the convergence in mean of order p of such infinite products are established. 相似文献