摘要
选取适当的σ-代数,用鞅方法得到行-列可交换随机变量无限和有限组列的强大数定律。特别地,对具有有限方差的无限组列,可以证明其强大数定律成立的充要条件是此组列的对角元素列为不相关的。
Choosing appropriate σ-fields we can make use of martingale approach to obtain strong laws of large numbers for arrays of row-column exchangeable random variables. Particularly, for infinite arrays of row-column exchangeable random variables with finite variance it can be verified that the strong law of large numbers holds if and only if the sequence of the diagonal of the arrays is incorrelate.
出处
《吉林大学自然科学学报》
CAS
CSCD
1990年第4期17-20,共4页
Acta Scientiarum Naturalium Universitatis Jilinensis
基金
国家自然科学基金
关键词
行-列可交换
鞅
逆鞅
大数定律
exchangeability, row-column exchangeability, martingale, reversed martingale, strong law of large numbers
