| 以g（n）为边界的随机游动的期望 |
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| 引用本文： | 吴钢,万成高.以g（n）为边界的随机游动的期望[J].湖北大学学报(自然科学版),1991,13(2):122-125. |
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| 作者姓名： | 吴钢 万成高 |
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| 作者单位： | 湖北大学数学系
(吴钢)，湖北大学数学系(万成高) |
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| 摘 要： | 设(X_n,n≥1)为独立同分布随机变量序列,S_n=sum from i=1 to n(X_i),本文给出了以g(n)为边界的随机游动S_n的期望是否有限的判据,即若D|X_1|~5<∞,则期望为有限的充分必要条件为integral from n=1 to ∞ (t~(1/2)g~(-1)(t)e~(-g~2(t)/2v~2t)dt<∞。)
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| 关 键 词： | 随机游动 期望 矩 下类 上类 |
EXPECTATION OF EXCURSIONS ABOVE A BOUNDARY g(n) BY A RANDOM WALK |
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| Wu Gang Wan Chenggao.EXPECTATION OF EXCURSIONS ABOVE A BOUNDARY g(n) BY A RANDOM WALK[J].Journal of Hubei University(Natural Science Edition),1991,13(2):122-125. |
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| Authors: | Wu Gang Wan Chenggao |
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| Institution: | Department of Mathematics |
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| Abstract: | Let (Xn>1) be i. i. d. r. v. sequence,S, = X. In this paper,a criterion is given
for the expectation of excursions above a boundary g(n) by S,,i. e. if E|X |5<,then the expectation is finite iff |
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| Keywords: | Excursion Expectation Moment Upper (lower ) class |
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