Levi tengsizligi uchun A.N. Kolmogorov teoremalari
DOI:
https://doi.org/10.5281/zenodo.15509901Keywords:
Lévy tengsizligi, ehtimollik nazariyasi, tasodifiy miqdorlar, statistik tahlil, Kolmogorov tengsizligi, stoxastik jarayonlar.Abstract
Ushbu maqolada Lévy tengsizligining ayrim umumlashmalari hamda ularning xossalari ko‘rib chiqiladi.
Tadqiqot davomida O. I. Klyosov, A. N. Kolmogorov va P. Lévy tomonidan keltirilgan tengsizliklarga asoslangan holda d>1
holati uchun yangi natijalar hosil qilinadi. Shuningdek, Lévy tengsizligining ba’zi xususiyatlari keltirilib, ularning matematik
isboti taqdim etilgan. Ushbu natijalar ehtimollik nazariyasi va statistik tahlil sohalarida muhim ahamiyat kasb etadi hamda
tasodifiy jarayonlarni o‘rganishda samarali vosita sifatida qo‘llanishi mumkin
References
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B.V. Gnedenko, A.N. Kolmogorov. Limit Distributions for Sums of Independent Random Variables. – Addison-Wesley,
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