the sufficient conditions of the law of a logarithm for array of independent random variables are obtained, which extend some well-known results.
获得了独立随机变量阵列的对数律成立的一个充分条件,推广了已有的结果。
as corollaries, some classical limit theorems for the sequences of independent random variables and a class of limit theorem for martingale difference sequences are obtained.
作为推论,得到了若干经典的独立随机变量序列的极限定理和一类鞅差序列的极限定理。
aiming at the risk value of normal distribution and the formula of stop-loss premiums, analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.
针对正态分布的风险值及停止损失保费问题,并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。
the product of independent random variables (independent product) plays an important role in the finance and insurance risk theories.
独立随机变量的乘积在金融保险领域中有着广泛的应用。
several theorems about the relation between the sums of sequence of complex independent random variables and convergence are derived.
得到复值独立随机变量序列部分和同收敛性有关的几个定理。