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.
出处
《数学杂志》
CSCD
北大核心
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)
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
truncation
conditional three series theorem
conditional HOlder inequality
strong limit theorem~ strong law of large numbers
martingale difference sequence
p-smooth space
