摘要翻译:
对于一个非负随机变量序列,我们给出了它的每个前凸组合序列在概率上收敛到同一极限的简单充要条件。这些条件对应于一致可积概念的一个基本无测度的版本。
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英文标题:
《Forward-convex convergence in probability of sequences of nonnegative
random variables》
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作者:
Constantinos Kardaras, Gordan Zitkovic
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最新提交年份:
2011
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分类信息:
一级分类:Mathematics 数学
二级分类:Functional Analysis 功能分析
分类描述:Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory
Banach空间,函数空间,实函数,积分变换,分布理论,测度理论
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一级分类:Mathematics 数学
二级分类:Probability 概率
分类描述:Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用:例如中心极限定理,大偏差,随机微分方程,统计力学模型,排队论
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一级分类:Quantitative Finance 数量金融学
二级分类:Computational Finance 计算金融学
分类描述:Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法,包括蒙特卡罗,偏微分方程,格子和其他数值方法,并应用于金融建模
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英文摘要:
For a sequence of nonnegative random variables, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges in probability to the same limit. These conditions correspond to an essentially measure-free version of the notion of uniform integrability.
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PDF链接:
https://arxiv.org/pdf/1002.1889