关于任意随机变量序列的强收敛性  

Strong Convergence Theorems for the Sequence of Arbitrary Random Variables

作　　者：张黎黎[1] 钱能生[1] 

机构地区：[1]五邑大学数理系,广东江门529020

出　　处：《湖州师范学院学报》2009年第2期32-35,共4页Journal of Huzhou University

摘　　要：利用级数的收敛性,对任意随机变量序列进行研究,目的是要研究任意随机变量序列的强极限定理,它是在条件x/φ(x)↑下得到的独立随机变量序列收敛定理的推广,作为推论,得到了在特殊条件下任意随机变量序列的强极限定理、鞅差序列收敛定理和马氏过程的强极限定理.Arbitrary random variables are our goals here. In this paper, we are to study the strong limit theorems for the sequence of arbitrary random variables. Our results generalize the convergence theorems for the sequence of independent random variables in the condition of x/φ（x）↑. As corollaries, we obtain the strong limit theorems for the sequence of arbitrary random variables in special conditions, the convergence theorems for martingale difference sequence and the strong limit theorems for Markov process.

关 键 词：强极限定理 鞅差序列 马氏过程 停时 

分 类 号：O211.4[理学—概率论与数理统计]