随机变量的截尾与任意随机变量序列的强极限定理

利用随机变量的截尾研究任意随机变量序列的性质,建立了一类矩条件下任意随机变量序列的强极限定理.作为推论,得到了可列非齐次马尔可夫过程的一个强极限定理,推广了鞅差序列当1≤p≤2和p≥2时的Chow定理,相应的一些已有结果和若干经典的关于独立随机变量序列的强大数定律是本文的特例。     

A Strong Law for Mixing Random Variables

A sharp almost sure bound is derived for limit points of average sum of weakly dependent random variables, which ensures strong laws of large numbers for and -mixing random variables, without assumptions on rate of tending to zero of and -mixing parameters _n and _n.     

关于随机变量序列几何平均的强极限定理

本文利用似然比作为一般连续型随机变量相对独立随机变量偏差的一种随机性度量 ,用矩变换构造几乎处处收敛的上鞅 ,结合分析方法 ,得到了一种乘积形式的强极限定理 .     

任意随机变量序列级数的强收敛性

利用鞅差序列级数的收敛定理和条件三级数定理研究了任意随机变量序列级数的强收敛性,推广了某些经典的鞅差序列和独立随机变量序列及两两NQD序列的强极限定理.     

Strong Laws for Martingale Differences and Independent Random Variables

A strong law of large numbers (SLLN) for martingale differences {X _n,_n,n1} permitting constant, random or hybrid normalizations, is obtained via a related SLLN for their conditional variances E{X _n ² |_n-1}n1. This, in turn, leads to martingale generalizations of known results for sums of independent random variables. Moreover, in the independent case, simple conditions are given for a generalized SLLN which contains the classical result of Kolmogorov when the variables are i.i.d.     

On States of Total Weighted Occupation Times of a Class of Infinitely Divisible Superprocesses on a Bounded Domain

In this paper, general conditions of state classification for the total weighted occupation times of a class of infinitely divisible superprocesses on a bounded domain D in ℝ ^d are given. As an application, some sufficient and necessary conditions are found for the total weighted occupation times of some special superprocesses on D to be absolutely continuous or singular with respect to the Lebesgue measure on D. The research of Yan-Xia Ren is supported by NNSF of China (Grant No. 10471003) and Foundation for Authors Awarded Excellent Ph.D. Dissertation.     

M值随机序列的一个普遍成立的强极限定理

利用区间剖分法构造几乎处处收敛的鞅 ,得到了一个对任意 M-值随机变量序列普遍成立的强极限定理     

Strong Limit Theorems for Increments of Sums of Independent Random Variables

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. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 311, 2004, pp. 260–285.     

强混合序列部分和的强逼近

具有 φ（ｘ）一致可积的混合序列的强逼近问题（其中 φ（ｘ）／ｘ２＋ δ↑∞,δ＞ ０）是本文所要论述的主题．文章给出的结论弥补了［１］中强混合序列的强逼近与独立序列之间的空隙,同时推广了［１］中的结论     

On Complete Convergence for Arrays of Rowwise Strong Mixing Random Variables

In this paper, we present a general method to prove the complete conver- gence for arrays of rowwise strong mixing random variables, and give some results on complete convergence under some suitable conditions. Some Marcinkiewicz-Zygmund type strong laws of large numbers are also obtained.     

$B$值混合随机变量的强大数定律

本文在Banach空间$B$是$p$可光滑($1相似文献   

负相关随机变量加权和的强定律(英文)

在本文中我们讨论了不同分布负相关随机变量加权和的强定律.在一个有限矩生成函数的条件下,一些有关负相关随机变量加权和的强定律被获得.这些结果推广了Soo HakSung[4]关于独立同分布随机变量的相应结论.我们的结果也概括了Mi Hwa Ko和Tae SungKim[7]获得的相关结论,同时使得Nili Sani H R和Bozorgnia A[9]所取得的结果更加形象.     

相伴的高斯随机变量序列的一个强不变原理

本文利用鞅的Skorohod表示, 在序列是高斯的且序列的协方差系数以幂指数速度递减的条件下,证明了相伴高斯随机变量序列的一个强不变原理\bd 作为推论得到了相伴高斯随机变量序列的重对数律和钟重对数律     

N值随机变量序列的AEP型极限及若干强偏差定理

设{X_n,n≥1}是在S={1,2,…,N}中取值的随机变量序列,其分布为p(x_1,…,x_n),liminf[P(X_1,…,X_n)]~(1/n)与limsup[p(X_1,…,X_n)]~(1/n)称为AEP型极限。利用这些极限该文得到{X_n,n≥1}的若干强偏差定理,即一类用不等式表示的强极限定理。     

Strong Law of Large Numbers for Array of Rowwise AANA Random Variables

In this article, the strong laws of large numbers for array of rowwise asymptotically almost negatively associated（AANA） random variables are studied. Some sufficient conditions for strong laws of large numbers for array of rowwise AANA random variables are presented without assumption of identical distribution. Our results extend the corresponding ones for independent random variables to case of AANA random wriables.     

B值随机变量序列的强极限定理和强大数定律

利用鞅收敛定理,讨论了B值随机变量序列的强收敛性,得到了一类强极限定理和强大数定律,使某些已知结果为其特例。     

Strong Law of Large Numbers for Banach Space Valued Fuzzy Random Variables

In this paper we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of Banach space valued fuzzy random variables.     

整值随机变量序列的一类强律

本文引进似然比作为整值随机变量序列相对于服从Poisson分布的独立随机变量序列的偏差的一种度量，并通过限制似然比给出了样水空间的某种子集．在这种子集上得到了一类用不等式表示的强律，独立随机变量序列的一类强律是其特例．