| 多维随机变量的特征函数及应用 |
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| 作者单位： | 中北大学理学院 山西太原030051 |
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| 摘 要： | 傅立叶变换是数学中非常重要而有效的工具,将之应用到分布函数就产生了所谓的特征函数。通过特征函数可以使得概率中许多问题变得较为简单。本文通过介绍多维随机量特征函数的应用实例说明多维随机变量的特征函数在解决概率问题中的作用。
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| 关 键 词： | 特征函数 协方差阵 概率 |
Multiple dimensions Characteristic functions and its application |
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| ZHANG Feng,ZHU Zhifeng. Multiple dimensions Characteristic functions and its application[J]. Journal of North China Institute of Technology(Social Sciences), 2008, 0(Z1) |
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| Authors: | ZHANG Feng ZHU Zhifeng |
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| Abstract: | Fourier transform is the very important and useful tool in mathematics,We apply it into distribution function,the Characteristic functions can be derived.By the Characteristic functions many problems can be resolved more easily.We illustrated the process of the dimensions Characteristic functions in resolving probability problems through introducing the example of Characteristic functions. |
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| Keywords: | characteristic functions covariance matrix probability |
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