On the laws of large numbers and moments of supremum of normed sums = 대수의 법칙과 정규화된 합의 최대값의 적률에 관한 연구

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The purpose of this dissertation is to investigate the moments of maximum of normed sums and the generalizations of SLLN, i.e., the laws of large numbers for Banach valued random variables and the convergence for weighted sums. Let ${Sn, n ≥ 1} denote the partial sums of random variables (Xn). Firstly, the moment conditions for supremum of normed sums in presented when (Xn) are i.i.d. random variables and when (Xn) are martingale differences. When (Xn) are martingale differences, we find a useful sufficient condition of $E(\sup \mid{Sn}\mid^ α/cn) < ∞$, where $0 < cn \mid ∞$ and α is positive constant. From this result, we prove that for $0
Advisors
Choi, Bong-Dae최봉대
Description
한국과학기술원 : 응용수학과,
Publisher
한국과학기술원
Issue Date
1988
Identifier
61140/325007 / 000835194
Language
eng
Description

학위논문(박사) - 한국과학기술원 : 응용수학과, 1988.2, [ [iii], 107 p. ; ]

URI
http://hdl.handle.net/10203/41755
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=61140&flag=dissertation
Appears in Collection
MA-Theses_Ph.D.(박사논문)
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