任意B值随机变量序列关于条件期望的一类强极限定理  

A CLASS OF STRONG LIMIT THEOREMS OF SEQUENCES OF ARBITRARY B-VALUED RANDOM VARIABLES RELATED TO CONDITIONAL EXPECTATIONS

作　　者：袁德美[1] 

机构地区：[1]重庆工商大学理学院,重庆400067

出　　处：《数学杂志》2007年第4期434-440,共7页Journal of Mathematics

基　　金：重庆市教育委员会科学技术研究资助项目(030705)

摘　　要：利用随机变量的截尾方法和条件三级数定理,研究任意B值随机变量序列的极限性质,得到了一类关于条件期望的强极限定理和鞅差序列收敛定理,推广了与此相应的一些结果和若干经典的强大数定律.Some limit properties of sequences of arbitrary B-valued random variables are studied by using truncation methods of random variables and conditional three series theorem, a class of strong limit theorems and convergence theorems for martingale difference sequences related to the conditional expectations are obtained, and some conclusions corresponding to these and some classical strong laws of large numbers are generalized.

关 键 词：截尾 条件三级数定理 条件H61der不等式 强极限定理 强大数定律 鞅差序列 P阶光滑空间 

分 类 号：O211.4[理学—概率论与数理统计]