WEIGHTED APPROXIMATION OF RANDOM FUNCTIONS

(整期优先)网络出版时间:1995-04-14
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Let(Ω,A,P)beaprobabilityspace,X(t,ω)arandomfunctioncontinuousinprobabilityfort∈[0,∞)or(-∞,+∞)(ω∈Ω),andF(t)apositivefunctioncontinuousfort∈[0,+∞)or(-∞,+∞).IfX(t,ω)andF(t)verifycertainconditions,thenthereexistaasequence{Qn(t,ω)}ofrandompolynomialssuchthatwehavealmostsurely:fort[0,+∞)or(-∞,+∞),lim↑n→+∞|X(t,ω)-Qn(t,ω)|/F(t)=0.