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Product Measure And Convergence Properties Of Generalized Pairwise NQD Random Sequences

Posted on:2008-01-03Degree:MasterType:Thesis
Country:ChinaCandidate:Z G DengFull Text:PDF
GTID:2120360215987302Subject:Probability theory and mathematical statistics
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We study the following 2 question:l.A Property on Product Measure;2.Convergence Properties of Generalized Pairwise NQD Random Sequences.Question 1 is discussed in chapter 2,The positive corretativeproperty of two L2-integrable random variables has been studied by many papers.For example,the inequality FKG discussed the positive corretative property of twoL2-integrable in-creasing random variables.In chapter 2,we discussed the positive corretative prop-erty on L2(RN,P),that is:Let N be nature number and {μn}n∞=1 be forall probability measure sequence on R1.Set P=(?)μn.If f and g belong to L2(RN,P) and f(x1,x2,...,xn,... ),g(x1,x2...,xn,...) are increasing functions about every xn on Rn.(x1,.x2,...,xn,...) stands for a point in RN,then the following positive correlative property is ture:∫RNfgdp≥∫RNfdp∫RNgdpIn 1966 the famous statistic Lehmann gived the definition of Pairwise NQD Random Sequence,and got many relative propertis and theorems.In the definition of Pairwise NQD Random Sequence,there has the condition:P(Z<x,Y<y)≤P(X<x)P(Y<y),In reality,many random variables don't satisify the condition,but belong to the case:P(Z<z,Y<y)≤cP(Z<z)P(Y<y),and P(X>x,Y>y)≤cP(X>x)P(Y>y)(c≥1). This belong to generalized random variable sequence.Pairwise NQD Random Se-quences is the special case of Generalized Pairwise NQD Random Sequences.So it is very important in application.This is the question 2.
Keywords/Search Tags:product measure, positive correlative property, L~2-space, generalized pairwise NQD sequences, convergence properties
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