博碩士論文 86221010 詳細資訊

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(PAIRWISE INDEPENDENT RANDOM VARIABLES)

 ★ 非線性移動平均的漸近性質

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McLeish 在1974發表了一篇論文：”Dependent central limit theorem and invariance principles “，其中的定理2.1就提供了一個答案。這個定理有四個條件，其中兩個是針對所考慮的隨機變數序列本身，另外兩個是針對由此一隨機變數序列而定出的函數序列。但是這四個條件也不容易檢驗，我們希望可以找到比較容易檢驗而且可以推導出這四個條件的條件，那麼就可以取得實際運用上較大的便利。

some new version of conditions such that the central limit theorem would
hold for pairwise independent sequences. Finally, I give an example to
illustrate the results.

★ 相互獨立
★ 中央極限定理
★ 隨機變數序列

1. Introduction 1
2. The results based on u.i.c. 4
3. The main results 11
4. Example 17
Reference 20

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