WEIGHTED APPROXIMATION OF RANDOM FUNCTIONS
WEIGHTED APPROXIMATION OF RANDOM FUNCTIONS作者机构:Department of Mathematics Wuhan University Wuhan
出 版 物:《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报(英文版)(B辑))
年 卷 期:1995年第10卷第4期
页 面:361-366页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
主 题:Random function continuous in probability weighted approximation.
摘 要:Let (Ω, A, P) be a probability space, X(t, ω) a random function continuous in probability for t∈[0,+∞) or (-∞,+∞)(ω∈Ω), and F(t) a positive function continuous for t∈[0,+∞) or (-∞, +∞). If X(t, ω) and F(t) verify certain conditions, then there exists a sequence {Qn(t,ω)} of random polynomials such that we have almost surely: for t∈[0,+∞) or (-∞, +∞), lim|X(t, ω)-Qn(t, ω)|/F(t)=0.