研究生: |
江鎮宇 Chen-Yu Chiang |
---|---|
論文名稱: |
關於φ-Subgaussian隨機變數數列收斂之研究 A Study on Convergence Theorems for Sums of φ-Subgaussian Random Variables |
指導教授: |
胡殿中
Tien-Chung Hu |
口試委員: | |
學位類別: |
碩士 Master |
系所名稱: |
理學院 - 數學系 Department of Mathematics |
論文出版年: | 2007 |
畢業學年度: | 95 |
語文別: | 英文 |
論文頁數: | 16 |
中文關鍵詞: | φ-subgaussian隨機變數 、幾近收斂 |
外文關鍵詞: | φ-subgaussian random variable, Almost sure convergence |
相關次數: | 點閱:2 下載:0 |
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在這篇論文中,我們會提供一個充分條件使得級數 T_n=a_{n1}*X_1+a_{n2}*X_2+...+a_{nk}*X_k+...幾近收斂,其中{X_k,k=1,2,
...}為一φ-subgaussian隨機變數數列。另外,我們會探討有關傅立葉分析的主題。實際上,我們會證明級數 a_1*X_1*cos(t+D_1)+...+a_n*X_n*cos(nt+D_n)+...,0≦t≦2π 幾近收斂到一個隨機過程 f(t),0≦t≦2π,其中{X_n,n=1,2,...}仍然為一φ-subgaussian 隨機變數數列,而{D_n,n=1,2,...}為一任意的隨機變數數列。
In this thesis we give a sufficient condition for the almost sure convergence of weighted sums of T_n=a_{n1}*X_1+a_{n2}*X_2+...+a_{nk}*X_k+... , where {X_k,k=1,2,...} be a sequence of φ-subgaussian random variables. Further-more, an application to the Fourier analysis is given. More
precisely, let {X_n,n=1,2,...} be a sequence of φ-subgauss-
ian random variables and {D_n,n=1,2,...} be an arbitrary
sequence of random variables. We consider the convergence
of the series a_1*X_1*cos(t+D_1)+...+a_n*X_n*cos(nt+D_n)+
...,0≦t≦2π to a stochastic process f(t),0≦t≦2π.
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[2] Antonini, R.G., Kozachenko, Y. and Volodin, A., 2007. Convergence of series of dependent φ-subgaussian random variables. J. Math. Anal. Appl.
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