| 随机序列的可积性 |
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| 引用本文： | 赵玉怀 霍永亮. 随机序列的可积性[J]. 榆林高等专科学校学报, 2000, 10(4): 49-51 |
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| 作者姓名： | 赵玉怀 霍永亮 |
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| 作者单位： | 榆林高等专科学校数学系!陕西榆林719000 |
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| 摘 要： | 本文给出了广鞅差随机序列一致可积性条件，及其一个非一致可积鞅的广鞅差序列的典型例子，说明右闭下鞅不一定一致可积。
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| 关 键 词： | 鞅 鞅差序列 一致可积 |
Uniform Integrability of Martingale Difference Sequence |
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| Zhao Yuhuai Huo Yongliang. Uniform Integrability of Martingale Difference Sequence[J]. Journal of Yulin College, 2000, 10(4): 49-51 |
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| Authors: | Zhao Yuhuai Huo Yongliang |
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| Affiliation: | Zhao Yuhuai Huo Yongliang |
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| Abstract: | In this paper, the cordition of uniform integrability of romdom sequence is prooved , Furthermore, the typical example of martingale difference sequence of non-uniform mtegrability is also given. |
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| Keywords: | martingale difference seguence. Uniform mtegrability |
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