作者GSXSP (Gloria)
看板Math
标题[机统] Law of Large Number
时间Tue Feb 1 17:11:13 2011
X_i: i.i.d
C_i: i.i.d and C_i = ±1/n with equal probability
X_i, C_i are independent
Prove that S_n converges to a deterministic value in mean-square sense (L^2)
and in almost sure sense
(or disprove)
n
(1) S_n = Σ X_i C_i
i=1
n
(2) S_n = (1/n) Σ X_i X_{i+1}
i=1
n
(3) S_n = Σ X_i X_{i+1} C_i
i=1
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 218.168.27.55