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Kolmogorov's two-series theorem : ウィキペディア英語版 | Kolmogorov's two-series theorem In probability theory, Kolmogorov's two-series theorem is a result about the convergence of random series. It follows from Kolmogorov's inequality and is used in one proof of the strong law of large numbers. == Statement of the theorem == Let (''X''''n'')''n''∈''N'' be independent random variables with expected values ''E''() = ''a''''n'' and variances var(''X''''n'') = σ''n''2, such that ∑∞''n''=1''a''''n'' converges in ℝ and ∑∞''n''=1 σ''i''2 < ∞. Then ∑∞''n''=1 ''X''''n'' converges in ℝ almost surely.
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Kolmogorov's two-series theorem」の詳細全文を読む
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