帳號:guest(3.145.69.33)          離開系統
字體大小: 字級放大   字級縮小   預設字形  

詳目顯示

以作者查詢圖書館館藏以作者查詢臺灣博碩士論文系統以作者查詢全國書目
作者(中文):陸海侖
作者(外文):Lu, Hai-Lun
論文名稱(中文):以集合為索引的隨機集合部分和的強大數法則
論文名稱(外文):A Strong Law of Large Numbers for Random Set Partial Sum Processes indexed by Sets
指導教授(中文):胡殿中
高淑蓉
指導教授(外文):Hu, Tien-Chung
Kao, Shu-Jung
口試委員(中文):徐南蓉
洪慧念
口試委員(外文):Hsu, Nan-Jung
Hung, Hui-Nien
學位類別:碩士
校院名稱:國立清華大學
系所名稱:數學系
學號:107021466
出版年(民國):110
畢業學年度:109
語文別:英文
論文頁數:26
中文關鍵詞:隨機集合強大數法則以集合為索引
外文關鍵詞:random setstrong law of large numbersindexed by sets
相關次數:
  • 推薦推薦:0
  • 點閱點閱:32
  • 評分評分:*****
  • 下載下載:0
  • 收藏收藏:0
隨機集合是隨機變數和隨機元素的推廣但是更加抽象複雜。在本論文中,我們研究了以集合為索引的隨機集合部分和的強大數法則問題,並獲得了對大數法則運作的更深刻理解,對象分別是隨機緊緻集合和隨機閉集合。我們以Hausdorf metric作為收斂概念證明了針對隨機緊緻集合的以集合為索引的強大數法則。並推廣到隨機閉集合,我們在Mosco收斂和Wijsman收斂概念下證明相關以集合為索引的強大數法則。
Random sets are a generalization of random variables and random elements but are much more abstract and complicated. In this thesis, we study a problem of the strong law of large numbers (SLLN) for random set partial sum processes indexed by sets, which gives a deeper insight into how the SLLN behaves. We establish the set indexed SLLN for random compact sets with the convergence induced by the Hausdorff metric and extend the set indexed SLLN to random closed sets with respect to Mosco convergence and Wijsman convergence.
Abstract----------------------------------------------i
摘要--------------------------------------------------ii
Acknowledgements
1 Introduction----------------------------------------1
1.1 A Glimpse-----------------------------------------1
1.2 Goal----------------------------------------------2
1.3 Structure and Notations---------------------------2
2 Preliminaries---------------------------------------4
2.1 Random Sets and Their Expectations----------------4
2.2 Support Function----------------------------------8
2.3 SLLN for Banach Space-Valued Random Elements------10
2.4 Convergence Concepts------------------------------11
3 Main Theorems---------------------------------------13
3.1 Set-Indexed SLLN for Random Compact Sets----------14
3.2 Set-Indexed SLLN for Random Closed Sets-----------19
Reference---------------------------------------------25
[1] E. Gine and J. Zinn, “The law of large numbers for partial sum processes indexed by sets”, The Annals of Probability, pp. 154–163, 1987.
[2] T.C. Hu, F. Moricz, and R. Taylor, “Strong laws of large numbers for arrays of rowwise independent random variables,” Acta Mathematica Hungarica, vol. 54, no. 12, pp. 153–162, 1989.
[3] N. Van Quang and L. Van Thanh, “On the strong law of large numbers under rearrangements for sequences of blockwise orthogonal random elements in Banach spaces,” Australian & New Zealand Journal of Statistics, vol. 49, no. 4, pp. 349–357, 2007.
[4] A. N. Kolmogorov, Foundations of the Theory of Probability. Chelsea, 1956.
[5] H. T. Nguyen, An introduction to random sets. CRC press, 2006.
[6] M. L. Puri and D. A. Ralescu, “Strong law of large numbers for Banach space valued random sets,” The Annals of Probability, pp. 222–224, 1983.
[7] C. Castaing, N. Quang, and D. X. Giap, “Mosco convergence of strong law of large numbers for double array of closed valued random variables in Banach space,” Journal of Nonlinear and Convex Analysis, vol. 13, no. 4, pp. 615–636, 2012.
[8] P. Terán, “A multivalued strong law of large numbers,” Journal of Theoretical Probability, vol. 29, no. 2, pp. 349–358, 2016.
[9] R. F. Bass and R. Pyke, “A strong law of large numbers for partial sum processes indexed by sets,” The Annals of Probability, pp. 268–271, 1984.
[10] A. Shapiro and H. Xu, “Uniform laws of large numbers for set-valued mappings and subdifferentials of random functions,” Journal of mathematical analysis and applications, vol. 325, no. 2, pp. 1390–1399, 2007.
[11] I. Molchanov and I. S. Molchanov, Theory of Random Sets, vol. 87. Springer, 2 ed., 2017.
[12] R. Schneider, Convex Bodies: the Brunn–Minkowski Theory. No. 151, Cambridge University Press, 2014.
[13] K. C. B. Charalambos D. Aliprantis, Infinite Dimensional Analysis. Springer, 2006.
[14] E. Mourier, “L-random elements and l*random
elements in banach spaces,” in Proc. Third Berkeley Sympos. on Math. Statist. and Prob, vol. 2, pp. 231–242, 1956.
[15] L.C. Jang and J.S. Kwon, “A uniform strong law of large numbers for partial sum processes of fuzzy random variables indexed by sets,” Fuzzy sets and systems, vol. 99, no. 1,
pp. 97–103, 1998.
[16] R. T. Rockafellar and R. J.B. Wets, Variational Analysis, vol. 317. Springer Science & Business Media, 2009.
[17] C. Hess, “The distribution of unbounded random sets and the multivalued strong law of large numbers in nonreflexive Banach spaces.,” Journal of Convex Analysis, vol. 6, no. 1, pp. 163–182, 1999.
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
* *