| DC 欄位 |
值 |
語言 |
| DC.contributor | 數學系 | zh_TW |
| DC.creator | 鄭宗琳 | zh_TW |
| DC.creator | Tsung-Lin Cheng | en_US |
| dc.date.accessioned | 2000-7-18T07:39:07Z | |
| dc.date.available | 2000-7-18T07:39:07Z | |
| dc.date.issued | 2000 | |
| dc.identifier.uri | http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=80221014 | |
| dc.contributor.department | 數學系 | zh_TW |
| DC.description | 國立中央大學 | zh_TW |
| DC.description | National Central University | en_US |
| dc.description.abstract | 本論文共分兩部分:
第一部份. 線性過程之非同時泛函的收斂速率
令$X_n=sum_{i=1}^{infty}a_ivarepsilon_{n-i}$, 其中 $(varepsilon_i)_{i=-infty}^{infty}$ 為 iid, $Evarepsilon_1=0, Evarepsilon_1^2frac12$. 設 $K(x,y)$為Borel 可測函數. 這部分主要證明當$Q_N/sqrt{N}$滿足中央極限定理而其極限變異數為正數時, 它的Berry-Esseen 收斂速率. ($Q_N=sum_{n=1}^N [K(X_{n+t_1},X_{n+t_2})-EK(X_{n+t_1},X_{n+t_2})], t_1 藉由對$X_n$的線性結構的掌握, 除了動差(moment)的假設外, 對於$X_n$的分布函數並沒有其他假設, 我們期待$X_n$的非線性泛函能有一種正交展開式. 藉由對$K(X_{n+t_1},X_{n+t_2})$的展開式, 以及$ell$-逼近法, 我們可以使用Stein 的分區法(blocking), 將 $Q_N/sqrt{N}$的Berry-Esseen收斂速率求出來.
我們列出兩個重要的例子作為應用, 其中之一為Gaussian長記憶過程的過零數(zero-crossing)的漸進性質, 另外一個是關於Non-Gaussian短記憶過程隨機二元展開式句型頻率的極限問題.
第二部分. 非因果性移動平均的非線性轉換的極限定理
這部分主要在研究以下兩種非線性移動平均的漸進性質:
(i). $K(X^-_n,X^+_n)$, (ii). H(X_n),
其中$X^-_n=sum_{j=1}^{infty}a_jvarepsilon_{n-j}, X^+_n=sum_{j=1}^{infty}b_jvarepsilon_{n+j-1}$, 且 $X_n=X^-_n+X^+_n$, 而 $(a_j)_{jge 1}, (b_j)_{jge 1}$ 為滿足$sum_{j=1}^{infty}(a^2_j+b^2_j)| zh_TW | |
| dc.description.abstract | The thesis is divided into two parts.
Part I. Let $X_n=sum_{j=1}^{infty}a_jvarepsilon_{n-j}$, where $(varepsilon_i)_{i=-infty}^{infty}$ are iid with mean 0 and finite second moment and the $a_i$ are assumed $|a_i|=O(i^{- eta})$ with $ eta>frac12$. For a large class of Borel measurable functions $K(x,y)$, the Berry-Esseen type rate of convergence for $Q_N/sqrt{N}$, $Q_N=sum_{n=1}^N[K(X_{n+t_1},X_{n+t_2})-EK(X_{n+t_1},X_{n+t_2})], t_1 By fully exploring the linear structure of $X_n$, a new type of finite distribution-free orthogonal expansion is develope so that $Q_N$ can very well approximated by some random quantities which have nice structures and can be handled with less difficulty. At th end, we give two related examples as applications. One is concerning the zero crossing numbers for a Gaussian long-memory linear process and the other is about the frequency of a given pattern appearing in a random
binary expansion.
Part II. Consider the random vector $(X^-_n,X^+_n)$, where $X^-_n=sum_{j=1}^{infty}a_jvarepsilon_{n-j}$ and
$X^+_n=sum_{j=1}^{n+j-1}$, where $(a_j)_{jge 1},(b_j)_{jge 1}$ are two sequences of real number satisfying $sum_{j=1}^{infty}(a^2_j+b^2_j)| en_US | |
| DC.subject | 中央極限定理 | zh_TW |
| DC.subject | 收斂速率 | zh_TW |
| DC.subject | 漸近性質 | zh_TW |
| DC.subject | 非因果移動平均 | zh_TW |
| DC.subject | 非同時泛函 | zh_TW |
| DC.subject | 短記憶過程 | zh_TW |
| DC.subject | 長記憶過程 | zh_TW |
| DC.subject | 非中央極限定理 | zh_TW |
| DC.subject | central limit theorem | en_US |
| DC.subject | rate of convergence | en_US |
| DC.subject | asymptotic properties | en_US |
| DC.subject | noncausal moving averages | en_US |
| DC.subject | noninstantaneous functional | en_US |
| DC.subject | short-memory process | en_US |
| DC.subject | long-memory process | en_US |
| DC.subject | non-central limit theorem | en_US |
| DC.title | 非線性移動平均的漸近性質 | zh_TW |
| dc.language.iso | zh-TW | zh-TW |
| DC.title | Asymptotic properties of nonlinear moving averages | en_US |
| DC.type | 博碩士論文 | zh_TW |
| DC.type | thesis | en_US |
| DC.publisher | National Central University | en_US |