作者candle999 (candle0918)
看板Math
标题[机统] 高等机率问题(大数法则)
时间Thu Mar 3 15:01:32 2011
是锺开莱a course in probability 那本习题P137 ex6
Show that let E(X_1)=0 and {c_n} be bounded sequence of real numbers.
Then n
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1 \ c_j X_j ---> 0 a.e.
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n j=1
Hint : turncate X_n at n and proceed as in thm 5.4.2
Thm5.4.2 let {X_n} be a sequence of independent and indentically distribution
r.v.'s Then we have E(|X_1|) < infinite
implies E(X_1) a.e. ,
关键差别在多乘了一个有界的sequence
恳求高人指点!!
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1F：→ yhliu :提示教你仿 Thm.5.4.2 的证明过程, 不是叫你应用该定 03/03 19:04
2F：→ yhliu :理的结论. 03/03 19:04