Re: [問題] 收斂問題
D Pr
Suppose X_n ──→ X and Y_n ──→ 0, then
D툊 X_n+Y_n ──→ X
[pf]
Let x be a point of continuity of F (x).
X
Let ε>0 be given where ε is sufficiently small. We have
┌ ┐ ┌ ┐
P│X_n+Y_n≦x│=P│{X_n+Y_n≦x}∩{x-X_n≧-ε}│+
└ ┘ └ ┘
┌ ┐
P│{X_n+Y_n≦x}∩{x-X_n<-ε}│
└ ┘
┌ ┐ ┌ ┐
≦P│X_n≦x+ε│+P│Y_n<-ε│
└ ┘ └ ┘
┌ ┐
≦F (x+ε)+P││Y_n│>ε│
X_n └ ┘
we see that
___ ┌ ┐
lim P│X_n+Y_n≦x│≦F (x+ε)
n→∞ └ ┘ X
Also,
┌ ┐ ┌ ┐
P│X_n+Y_n>x│=P│{X_n+Y_n>x}∩{x-X_n≧ε}│+
└ ┘ └ ┘
┌ ┐
P│{X_n+Y_n>x}∩{x-X_n<ε}│
└ ┘
┌ ┐ ┌ ┐
≦P│Y_n>ε│+P│X_n>x-ε│
└ ┘ └ ┘
┌ ┐
≦P││Y_n│>ε│+1-F (x-ε)
└ ┘ X_n
┌ ┐ ┌ ┐
=> P│X_n+Y_n≦x│≧F (x-ε)-P││Y_n│>ε│
└ ┘ X_n └ ┘
┌ ┐
=> F (x-ε)≦ lim P│X_n+Y_n≦x│
Xꈠ  ̄ ̄ └ ┘
Thus,
┌ ┐
F (x-ε)≦ lim P│X_n+Y_n≦x│
X  ̄ ̄ └ ┘
___ ┌ ┐
≦ lim P│X_n+Y_n≦x│≦F (x+ε)
└ ┘ X
Letting ε↓0 gives us the desired result.
這樣寫 ok 嗎 ^^謝謝
※ 編輯: b218h 來自: 220.139.147.70 (01/20 06:30)
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