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...

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Bibliographic Details
Main Authors: Chun-Hao Pan, 潘君豪
Other Authors: Fon-Che Liu
Format: Others
Language:en_US
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/99177277179510306564