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博碩士論文 etd-0624104-165707 詳細資訊
Title page for etd-0624104-165707
論文名稱
Title
Klesov 定理中收斂速率之研究
On the Convergence Rate in a Theorem of Klesov
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
12
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
2004-05-28
繳交日期
Date of Submission
2004-06-24
關鍵字
Keywords
完備收斂、收斂速度
convergence rate, complete convergence
統計
Statistics
本論文已被瀏覽 5760 次,被下載 2145
The thesis/dissertation has been browsed 5760 times, has been downloaded 2145 times.
中文摘要
設${X_{n}}^{infty}_{n=1}$為獨立且具有共同分佈之隨機變數,令$S_{n}=displaystyle
sum^{n}_{k=1}X_{k}$。定義 $lambda(varepsilon)=displaystyle sum^{infty}_{n=1}P{|S_{n}|geq
nvarepsilon}$,本文主要來探討 $lambda(varepsilon)$
的收斂速度。O.I. Klesove 指出如果 $EX_{1}=0, EX_{1}^{2}=
ho^{2}
eq 0, E|X_{1}|^{3}<infty$,
則 $displaystylelim_{varepsilondownarrow0}displaystylevarepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$,
這篇論文則是證明如果條件 $E|X_{1}|^{3}<infty$ 設為
$displaystyleforalldeltain(frac{1}{2},1]$,
$E|X_{1}|^{2+delta}<infty$, 則
$displaystylelim_{varepsilondownarrow0}displaystylevarepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$
亦會成立 。
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
$S_{n}=X_{1}+X_{2}+...+X_{n}$@. Denote
$lambda(varepsilon)=displaystylesum_{n=1}^{infty}P(|S_{n}|geq
nvarepsilon)$@. O.I. Klesov proved that if $EX_{1}=0$,
$EX_{1}^{2}=sigma ^{2}
eq 0$, $E|X_{1}|^{3}<infty$, then
$displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$.
In this thesis, it is shown that if $EX_{1}=0$,
$EX_{1}^{2}=sigma ^{2}
eq 0$, $E|X_{1}|^{2+delta}<infty$ for
some $displaystyledeltain(frac{1}{2},1]$, then
$displaystylelim_{varepsilondownarrow0}varepsilon^{frac{3}{2}}(lambda(varepsilon)-frac{sigma^{2}}{varepsilon^{2}})=0$.
end{abstract}
目次 Table of Contents
1. Introduction -------------1
2. Main result -------------5
3. Reference -------------11
參考文獻 References
1. P. L. Hsu and H. Robbins (1947), Complete convergence and the law of large numbers , Proc. Nat. Acad. Sci. U. S. A. 33 , no. 2,25-31.

2. P. Erd$ddot{o}$s (1949), On a theorem of Hsu and Robbins
, Ann. Math. Statist. 20, no. 2, 286-291.

3. P. Erd$ddot{o}$s (1950), Remark on my paper $"$On a theorem of Hsu and Robbins$"$ , Ann. Math. Statist. 21, no. 1, 138-138.

4. Bikjalis, A. (1966), Estimates of the remainder term in the central limit theorem, Litovsk. Mat. Sb.6.323-346.

5. John Slivka and N.C. Severo (1970), On the strong law of large numbers, Proc. Amer. Math. Soc. 24, 729-734.

6. C. F. Wu (1973), A note on the convergence rate of the strong law of
large numbers, Bull. Inst. Math. Acad. Sinica. 1, 121-124.

7. C. C. Heyde (1975), A supplement to the strong law of large numbers, J. Appl. Probab. 12, no. 1, 903-907.

8. Robert Chen (1976), A remark on the strong law of large numbers,Proc. Amer. Math. Soc, Vol. 61, no. 1, 112-116.

9. R. G. Laha and V.
K. Rohatgi, Probability Theory, Wiley, New York, 1979.

10.R. N. Bhattacharya and R. Ranga Rao, Normal approximation and asymptotic expansions, 2nd ed., 1986.

11. O.I. Klesov (1994), On the convergence rate in a theorem of Heyde, Theor. Probab. and Math. Statist. no. 49, 83-87.
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