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构造分布条件矩的收敛速度
  • ISSN号：1000-5471
  • 期刊名称：西南师范大学学报(自然科学版)
  • 时间：2012.7.7
  • 页码：029-033
  • 分类：O211.4[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]西南大学数学与统计学院,重庆400715
  • 相关基金：国家自然科学基金资助项目（11071199,11171275）
  • 相关项目：随机动力系统中的吸引子与转移概率研究
作者： 黄建文|陈守全|HUANG Jian-wen,CHEN Shou-quan School of Mathematic|
关键词： 条件矩, 极值分布, 收敛速度, conditional moment, extreme value distribution, convergence rate
中文摘要：

给出F属于吸引场Φα和Ψα时X＊～F＊（x）=1-xp（1-F（x））的条件矩E（（X＊-t）q｜X＊〉t）的收敛速度.

英文摘要：

In this paper,we derive convergence rates of conditional moments E（（X＊-t）q｜X＊〉t） with X＊~F＊（x）=1-xp（1-F（x）） that F belongs to the domains of Φα and Ψα,respectively.

同期刊论文项目
随机序列与过程的极值理论研究
期刊论文 65
随机动力系统中的吸引子与转移概率研究
期刊论文 33
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期刊信息
  • 《西南师范大学学报：自然科学版》
  • 北大核心期刊（2011版）
  • 主管单位:中华人民共和国教育部
  • 主办单位:西南大学
  • 主编：李明
  • 地址：重庆市北碚区天生路2号
  • 邮编：400715
  • 邮箱：xhtang@swu.cn
  • 电话：023-68252540
  • 国际标准刊号：ISSN：1000-5471
  • 国内统一刊号：ISSN：50-1045/N
  • 邮发代号:78-22
  • 获奖情况:
  • 全国高校优秀学报,重庆市十佳科技期刊,重庆市一级期刊
  • 国内外数据库收录:
  • 美国化学文摘（网络版）,美国数学评论（网络版）,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:17791