| 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 |
| 相關次數: | 點閱:16 下載:0 |
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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.
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