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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Skorokhod's embedding theorem ： ウィキペディア英語版 Skorokhod's embedding theorem In mathematics and probability theory, Skorokhod's embedding theorem is either or both of two theorems that allow one to regard any suitable collection of random variables as a Wiener process (Brownian motion) evaluated at a collection of stopping times. Both results are named for the Ukrainian mathematician A.V. Skorokhod. ==Skorokhod's first embedding theorem== Let ''X'' be a real-valued random variable with expected value 0 and finite variance; let ''W'' denote a canonical real-valued Wiener process. Then there is a stopping time (with respect to the natural filtration of ''W''), ''τ'', such that ''W''''τ'' has the same distribution as ''X'', :$\backslash mathbb()\; =\; \backslash mathbb()$ and :$\backslash mathbb()\; \backslash leq\; 4\; \backslash mathbb().$ 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「Skorokhod's embedding theorem」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.