用独立乘积空间构造相依随机变量的组装法  

Assembly Method Constructing Dependent Random Variables Using Independent Product Space

作　　者：莫晓云[1] 

机构地区：[1]湖南财政经济学院基础课部,中国长沙410205

出　　处：《湖南师范大学自然科学学报》2010年第2期3-6,共4页Journal of Natural Science of Hunan Normal University

基　　金：国家自然科学基金资助项目(10871064);湖南省教育厅科研资助项目(09C011)

摘　　要：给出了一种利用独立乘积空间构造相依随机变量或相依随机过程的组装方法.首先,依照给定的条件,构造一些独立随机变量;然后,将独立随机变量进行组装,得到要求的相依随机变量.该方法的优点是:构造相依随机变量或相依随机过程时,不用算出联合分布或有限维分布族;研究它们时可以使用较方便的、简单的处理独立随机变量的方法;还可以给出一些随机过程存在性的概率的构造性证明.An assembly method of constructing dependent random variables or dependent random processes by using independent product space is given.Firstly independent random variables according to the given conditions are constructed,and then independent random variables are assembled and required dependent random variables are obtained.The advantages of this method are： the joint distribution or the family of finite-dimensional distributions is not calculated when the dependent random variables or dependent random processes are wanted to construct;more convenient and simple approach about independent random variables can be used as the dependent random variables or dependent random processes are studied;moreover the probabilistic construction proof about existence of some random processes can be given.

关 键 词：独立乘积空间 独立随机变量组装法 相依随机变量 相依随机过程 

分 类 号：O211.6[理学—概率论与数理统计]