集值平稳随机过程  

Mutivalued Stationary Stochastic Processes

作　　者：张文修[1] 李越[1] 高勇[1] 

机构地区：[1]西安交通大学理学院信息与系统工程科学研究所

出　　处：《工程数学学报》1996年第2期118-122,共5页Chinese Journal of Engineering Mathematics

摘　　要：本文给出了集值平稳随机序列与保测变换等价定理，以此证明了Ｘ值平稳选择存在性，最后证明可以取无界值集值平稳随机过程的强大数定律和最大遍历定理。In this paper,the equivalence theorem between multivalued stationary stochastic process and messure-preserving transformations is given,as well as a theorem existing Xvalued stationary selectors is proved;the strong laws of large numbers and the ergodic theorem for multivalued stationary process with unbounded valued are given.

关 键 词：随机过程 集值随机过程 平稳过程 强大数定律 

分 类 号：O211.61[理学—概率论与数理统计]