特征函数性质及其在数学中de应用学士学位论文蜓.docVIP

摘要 在求两个或多个随机变量和的分布时，需要用到卷积公式，如果要求相互独立的随机变量和的分布时，就要算次卷积，这是一件比较麻烦的事情，经过不断地探索和研究，终于发现特征函数这个工具，它在解决独立随机变量和的分布时，显得锐利有力。 本文系统总结了随机变量特征函数的性质，研究了各种常见分布的特征函数，并给出了利用特征函数计算数字特征的方法，并进行了实例计算。另外根据特征函数的反演公式与唯一性定理，讨论了特征函数在证明辛钦定律及强大数定律中的应用，同时利用特征函数的性质推出两种常见的重要分布。另外，本文利用特征函数还解决了一些非概率问题，如在实变函数中的应用和在数学分析中的应用等，即特征函数是很常见的，且是很好用的工具，能够帮助我们在解决复杂问题中找到捷径。 关键词：随机变量；分布函数；概率密度函数；特征函数；再生性． Abstract When solve the problem of the distribution of two or more variables, we need use the convolution formula. If we need to solve the problem of the sum of the mutually independent random variables, we need work out the convolution, and that will be vary inconvenient. Through continuous exploration and research, finally we find the Eigen function. It is special sharp and strong when solves the problem of the sum of mutually independent random variables. This paper summarizes the property of the characteristic function systematically, studies the characteristic function of a variety of common distribution，and giving the calculation of numerical characteristic with the characteristic function．Otherwise， with the inversion formula and the uniqueness theorem of the characteristic function，I discussed the application in Khintchine’s law and strong law of large numbers，at the same time，with the characteristic function，I give two important probability distributions. This paper also solves some problems on non probability, such as in the application of real variables function and the application of mathematical analysis. So the Eigen function is vary common and useful because it help us find the easy way when solve the hard problem. Key words: random variable；distribution function；probability density function；characteristic function；reproducing property ． 目录 一、 绪论------------------------------------------------------------------1 1.1 研究背景---------------------------------------------------------1 1.2特征函数的重要性来源----------------------------------------------1 二、 预备知识--------------------------