Hilbert空间中独立随机变量序列分布的弱收敛性

Weak convergence of the distribution of independent random variable series in Hilbert Space

讨论了独立随机变量和在Hilbert空间中的某些弱收敛性以及它们所构造的统计量S2n的极限若分布情况.所得结果对金融,保险等经济上与时间有关的问题具有估计、预测的实用价值.

It is discussed that on the weak convergence of sum of random variables in Hilbert Space and statistic Sn^2 when P is not homogeneous distribution but interlaced distribution of independent random variables. Practically speaking, it can be applied to the field of finance and insurance for reallife problems associated with time.