本文给出了级数 sum from n=1 to ∞ (n^((q/p)-2)P{‖S_(τ_n)‖)≥δ(τ_n(φ(τ_n))~d)1/p}<∞ 成立的一个充分条件,其中δ为任意给定的正数,d=1或d=-1,q≥p,0<p<2,φ(x)为某一类特定的函数,S_n=sum from i=1 to ∞ (X_i),{...本文给出了级数 sum from n=1 to ∞ (n^((q/p)-2)P{‖S_(τ_n)‖)≥δ(τ_n(φ(τ_n))~d)1/p}<∞ 成立的一个充分条件,其中δ为任意给定的正数,d=1或d=-1,q≥p,0<p<2,φ(x)为某一类特定的函数,S_n=sum from i=1 to ∞ (X_i),{X_n} 为B值随机元序列,{τ_n}为取正整数值的实随机变量序列。Gut,林正炎的结果均为此结果的特例。展开更多
本文讨论B值随机元的随机指标中心极限定理,证明了如下的结果:设B是2型空间(Spaceof Rademacher-type 2),{X_n,n≥1}是i.i.d.的B值随机元序列,S_n=sum from i=1 to n X_i,EX_1=0,E||X_1||~2<∞;{τ_n,n≥l}是取自然数值的实随机变量...本文讨论B值随机元的随机指标中心极限定理,证明了如下的结果:设B是2型空间(Spaceof Rademacher-type 2),{X_n,n≥1}是i.i.d.的B值随机元序列,S_n=sum from i=1 to n X_i,EX_1=0,E||X_1||~2<∞;{τ_n,n≥l}是取自然数值的实随机变量序列,τ是取正值的实随机变量,并且,则必存在B上的Gaussian测度γ,使得(S_(τ_n)/(τ_n)^(1/2))γ.展开更多
The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keep...The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.展开更多
文摘本文给出了级数 sum from n=1 to ∞ (n^((q/p)-2)P{‖S_(τ_n)‖)≥δ(τ_n(φ(τ_n))~d)1/p}<∞ 成立的一个充分条件,其中δ为任意给定的正数,d=1或d=-1,q≥p,0<p<2,φ(x)为某一类特定的函数,S_n=sum from i=1 to ∞ (X_i),{X_n} 为B值随机元序列,{τ_n}为取正整数值的实随机变量序列。Gut,林正炎的结果均为此结果的特例。
文摘本文讨论B值随机元的随机指标中心极限定理,证明了如下的结果:设B是2型空间(Spaceof Rademacher-type 2),{X_n,n≥1}是i.i.d.的B值随机元序列,S_n=sum from i=1 to n X_i,EX_1=0,E||X_1||~2<∞;{τ_n,n≥l}是取自然数值的实随机变量序列,τ是取正值的实随机变量,并且,则必存在B上的Gaussian测度γ,使得(S_(τ_n)/(τ_n)^(1/2))γ.
文摘The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.
