期刊文献+

行-列可交换随机变量组列的极限定理

LIMIT THEOREMS FOR ARRAYS OF ROW COLUMN EXCHANGEABLE RANDOM VARIABLES
下载PDF
导出
摘要 利用逆鞅、截尾等方法,我们得出行-列可交换随机变量组列的大数定律,作为推论,我们得到具有有限均值的行-列可交换无限组列满足强大数定律的充要条件是该组列的对角线元素不相关.再充分利用对称性及可交换性,我们得到对称可交换随机变量和的极限定理。 By using reversed martingale and truncation methods we obtain laws of large numbers for arrays of row column exchangeable random variables. As a corollary we get that the strong law of large numbers holds for infinite arrays of row column exchangeable random variables with finite mean if and only if the sequence of the diagonal of the arrays is incorrelated. And making most use of symmetry and exchangeability we obtain limit theorems for sums of symmetrically exchangeable random variables, and then lead to complete convergence theorems for arrays of symmetrically row column exchangeable random variables by the similar techniques.
出处 《高校应用数学学报(A辑)》 CSCD 北大核心 1996年第4期435-442,共8页 Applied Mathematics A Journal of Chinese Universities(Ser.A)
关键词 行-列可变换 极限定理 大数定律 随机变量组列 Reversed Martingale, Truncation, Symmetry, Row Column Exchangeable, Limit Theorems.
  • 相关文献

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部