随机变量列的收敛性及其相互关系

Several convergences of sequences of random variables and their relatoins

给出了随机变量列的依概率收敛、依分布收敛、几乎必然收敛的定义,举例说明了其应用,并研究了三种收敛性之间的相互关系.

Definitions of convergence in probability,convergence in distribution and almost sure convergence of sequences of random variables are given.By using related examples,these concepts are explained.Some relations among them are discussed.