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可积适应随机序列的变换及其a.s.收敛性

Transforms for arbitrary adapted random variables and a.s. convergence
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摘要 引入任意可积适应随机变量序列的停时变换的概念 ,利用鞅方法与分析方法相结合 ,讨论了变换的局部收敛性 .作为应用 ,研究了适随机序列的无规则性定理 . In this paper, by means of martingle and analytical methods, the transforms for arbitrary adapted random variables is discussed, and some results for concerning local convergence of such transforms and strong law of large numbers is obtained, and then, as a application of it,the irregularity theorem of random variables is discussed in a precise way.
出处 《纯粹数学与应用数学》 CSCD 2003年第2期149-153,共5页 Pure and Applied Mathematics
基金 安徽省教育厅科研基金资助项目 (2 0 0 2 KJ0 5 4)
关键词 变换 分析方法 局部收敛 transform, martingale, analytical method, local convergence, a.s. convergence
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