独立的m维实正态向量族线性组合均方极限的正态性  

Mean Square Limit's Normality of Linear Combination of Independent Real Normal Vector Families

作　　者：吕芳[1] 

机构地区：[1]洛阳师范学院数学科学学院,河南洛阳471022

出　　处：《洛阳师范学院学报》2016年第11期8-11,共4页Journal of Luoyang Normal University

摘　　要：本文介绍了两个m维实正态随机向量序列相互独立时,其线性组合均方收敛于m维实正态随机向量,并将此结论推广到两个相互独立的连续参数的m维实正态随机向量族,以及有限个两两独立的实正态随机向量序列(或族)的线性组合上去.It is proved that the linear combination of two independent m-dimensional real normal vector se- quences converges in mean square to an m-dimensional real normal vector. And the result was generalized to the case of two independent m-dimensional real normal vector families with continuous parameters and finite number of pair-wise independent real normal vector sequences （or families）.

关 键 词：实正态随机向量 线性组合 均方极限 独立性 

分 类 号：O211.62[理学—概率论与数理统计]