独立的m维实随机过程均方极限的独立性

On the mean square limits' independence of independent m-dimensional real stochastic processes

介绍了两个m维实随机向量序列相互独立时,其均方收敛的结果间仍具有相互独立性,并将此结论推广到任意有限维的两个实随机向量序列,以及任意有限维的两个连续参数实随机过程上去.

It is proved that the mean square limits of two independent m - dimensional real stochastic vertor sequences are still independent.And the result was generalized to the case of finite - dimensional real stochastic vertor sequences and finite - dimensional real stochastic processes with continuous parameters.