数学研究
數學研究
수학연구
JOURNAL OF MATHEMATICAL STUDY
2004年
4期
325-332
,共8页
变换%鞅%局部收敛%a.s.收敛%赌博系统
變換%鞅%跼部收斂%a.s.收斂%賭博繫統
변환%앙%국부수렴%a.s.수렴%도박계통
transform%martingale%local convergence%a.s. convergence%gambling system
本文引入任意随机变量序列停时变换的概念,利用截尾方法构造几乎处处收敛的鞅结合无穷乘积定理,讨论了变换的局部收敛性及强大数定理,作为推论得到了关于赌博系统的若干强极限定理.
本文引入任意隨機變量序列停時變換的概唸,利用截尾方法構造幾乎處處收斂的鞅結閤無窮乘積定理,討論瞭變換的跼部收斂性及彊大數定理,作為推論得到瞭關于賭博繫統的若榦彊極限定理.
본문인입임의수궤변량서렬정시변환적개념,이용절미방법구조궤호처처수렴적앙결합무궁승적정리,토론료변환적국부수렴성급강대수정리,작위추론득도료관우도박계통적약간강겁한정리.
The notion of the stopping transform for arbitrary stochastic sequence is introduced. Some limit theorems for local convergence of such transforms and strong law of large numbers are studied by means of martingale convergence theorem together with the theorem of infinite products, as corollaries, some strong law of large numbers on gambling system are also obtained.