Sequence of Random Variables with a given finite range and Conditional Expectation
碩士 === 淡江大學 === 數學學系碩士班 === 94 === The first purpose of this thesis is to consider the convergence of a non-Markovian sequence taking values in a finite set which satisfies E(ξk+1|ξk)=ξk for each k. Before the proof of convergence of such a sequence, we give an example to show that such a sequence t...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/99177277179510306564 |