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博碩士論文 etd-0612103-122350 詳細資訊
Title page for etd-0612103-122350
論文名稱
Title
完備收斂的收斂速度
On the convergence rate of complete convergence
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
10
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2003-05-30
繳交日期
Date of Submission
2003-06-12
關鍵字
Keywords
收斂速度、完備收斂
complete convergence, convergence rate
統計
Statistics
本論文已被瀏覽 5748 次,被下載 2696
The thesis/dissertation has been browsed 5748 times, has been downloaded 2696 times.
中文摘要
設${X_{n}}^{infty}_{n=1}$為獨立且具有共同分怖之隨機變數,令$displaystyle
S_{n}=sum^{n}_{k=1}X_{k}$。定義
$displaystylelambda(varepsilon)=sum^{infty}_{n=1}P{left|S_{n}
ight|geq
nvarepsilon}$,本文主要來探討 $lambda(varepsilon)$
的收斂速度。 O.I. Klesov 證得如果 $E|X_{1}|^{3}$存在,則
$displaystyle
varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})
ightarrow
0$。 這篇論文,我們得到如果對任意 $displaystyle
deltain(frac{sqrt{7}-1}{3},1]$, $E|X_{1}|^{2+delta}$都存在 ; 則
O.I. Klesov 所證得的結果仍然成立。


Abstract
egin{abstract}
hspace{1cm}Let $X_{1}$, $X_{2}$, $cdots$, $X_{n}$ be a sequence
of independent indentically distributed random variables ( i. i.
d.) and $displaystyle S_{n}=X_{1}+X_{2} +cdots X_{n}$. Denote
$displaystylelambda(varepsilon)=sum^{infty}_{n=1}P{left|S_{n}
ight|geq
nvarepsilon}$, the convergence rate of
$displaystylelambda(varepsilon)$ is studied. O.I. Klesov proved
that if $E|X_{1}|^{3}$ exists, then $displaystyle
varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})
ightarrow 0$.
In this thesis, we show that if $E|X_{1}|^{2+delta}<infty$ for
some $displaystyle
deltain(frac{sqrt{7}-1}{3},1]$, the result of O.I. Klesov
still holds.
end{abstract}


目次 Table of Contents
1. Introduction -------------1

2. Main result -------------4

3. Reference -------------10
參考文獻 References
1. P. L. Hsu and H. Robbins, Complete convergence and the law of
large numbers { Proc. Nat. Acad. Sci. U.S.A. }
(1947), no.2, 25-31.
2. C. C. Heyde, A supplement to the strong law of large numbers, {J.
Appl. Probab.} (1975), no.1, 903-907.

3. P. Erdos, On a theorem of Hsu and Robbins, {Ann.
Math. Statist.} {f 20} (1949), no.2, 286-291.
4. P. Erdos, Remark on my paper " On a theorem of Hsu
and Robbins", {Ann. Math. Statist.} (1950), no.1,
138-138.
5. O.I. Klesov, On the convergence rate in a theorem of Heyde,
{Theor. Probab. and Math. Statist. } (1994), no.49, 83-87.
6. John Slivka and N. C. Severo, On the strong law of large numbers,
{Proc. Amer. Math. Soc.} (1970), 729-734.
7. C. F. Wu, A note on the convergence rate of the strong law of
large numbers, {Bull. Inst. Math. Acad. Sinica}. (1973),
121-124.
8. Yu. V. Prokhorov and V. Statulevicius, Limit
theorems of probability theory, Springer-Verlag, New York, 2000.
9. R. N. Bhattacharya and R. Ranga Rao, Normal Approximation and
10.Asymptotic Expansions 2nd ed., Wiley, New York, 1986.
R. G. Laha and V. K. Rohatgi, Probability Theory, Wiley, New
York, 1979.
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