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研究生: 黃彥青
Yan-Qing Huang
論文名稱: 一些關於雙獨立序列的機率收斂定理
PAIRWISE INDEPENDENT RANDOM VARIABLES
指導教授: 周元燊
Yuan-Shen Chou
口試委員:
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系
Department of Mathematics
畢業學年度: 89
語文別: 中文
論文頁數: 20
中文關鍵詞: 雙獨立隨機變數序列相互獨立中央極限定理隨機變數序列
外文關鍵詞: some related results are mentioned
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  • Janson 在1988年提出了反例,證明對於一個雙獨立隨機變數序列,中央極限定理是不成立的。我們進一步問:是否可以加上一些條件,使得中央極限定理成立? 也就是說,我們想找出使雙獨立隨機變數序列具有中央極限定理的充分條件。
    McLeish 在1974發表了一篇論文:”Dependent central limit theorem and invariance principles “,其中的定理2.1就提供了一個答案。這個定理有四個條件,其中兩個是針對所考慮的隨機變數序列本身,另外兩個是針對由此一隨機變數序列而定出的函數序列。但是這四個條件也不容易檢驗,我們希望可以找到比較容易檢驗而且可以推導出這四個條件的條件,那麼就可以取得實際運用上較大的便利。
    本文假設其中兩個針對函數序列 (由所考慮的隨機變數序列而定出) 要求的條件成立,全力在另外兩個跟機率收斂有關的條件下工夫。先依Chandra所提出的Cesaro 均勻可積得到兩個定理;再依另一個由Hong提出,較Cesaro 均勻可積弱的條件得到其他的定理。
    最後舉出一個雙獨立隨機變數序列作為例證。



    hold. In my thesis, some related results are mentioned. I also give
    some new version of conditions such that the central limit theorem would
    hold for pairwise independent sequences. Finally, I give an example to
    illustrate the results.

    Contents 1. Introduction 1 2. The results based on u.i.c. 4 3. The main results 11 4. Example 17 Reference 20

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