| 非交换概率空间上的切比雪夫不等式与大数定理 |
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| 引用本文： | 李绍宽,王勤.非交换概率空间上的切比雪夫不等式与大数定理[J].东华大学学报(自然科学版),2003,29(2):21-22,51. |
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| 作者姓名： | 李绍宽 王勤 |
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| 作者单位： | 东华大学理学院,上海,200051 |
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| 基金项目： | 上海市科委自然科学基金的资助,项目编号:01ZA14003 |
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| 摘 要： | 研究了非交换概率空间上自伴随机变量的期望、方差、独立性、相关性等性质，证明了关于自伴随机变量的切比雪夫不等式与大数定理。
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| 关 键 词： | 非交换概率空间 切比雪夫不等式 随机变量 大数定理 切比雪夫不等式 |
Tchebycheff's Inequality and Law of Large Numbers over Noncommutative Probability Spaces |
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| LI Shao-kuan,WANG Qin.Tchebycheff''''s Inequality and Law of Large Numbers over Noncommutative Probability Spaces[J].Journal of Donghua University,2003,29(2):21-22,51. |
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| Authors: | LI Shao-kuan WANG Qin |
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| Abstract: | We study in this paper the expectation, variance, independence and linear dependence of self-adjoint random variables on a noncommutative probability space, and prove Tchebycheff inequality and law of large numbers. We also give a necessary and sufficient condition for two self-adjoint random variables to be linearly dependent. |
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| Keywords: | noncommutative probability space random variable spectral theory Tchebycheff inequality the law of large numbers |
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