| 区间值随机变量的可积性与条件期望 |
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| 引用本文： | 袁征,曹文营.区间值随机变量的可积性与条件期望[J].许昌学院学报,2014,33(5):11-15. |
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| 作者姓名： | 袁征 曹文营 |
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| 作者单位： | 1. 安阳工学院土木与建筑工程学院,河南安阳,455000
2. 驻马店市教育局,河南驻马店,463000 |
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| 摘 要： | 首先在概率空间（Ω,A,P）上讨论了可测区间值函数,证明了区间值随机变量与二维随机变量的等价性.在此基础上又分别研究了区间值随机变量的可积性与条件期望.这两个性质对研究区间值马氏过程和区间值鞅有很大的帮助.
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| 关 键 词： | 随机区间 二维随机变量 区间值可积性 区间值条件期望 |
The Integrability and Conditional Expectation of Interval Value Random Variable |
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| YUAN Zheng,CAO Wen-ying.The Integrability and Conditional Expectation of Interval Value Random Variable[J].Journal of Xuchang University,2014,33(5):11-15. |
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| Authors: | YUAN Zheng CAO Wen-ying |
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| Institution: | YUAN Zheng;CAO Wen-ying;School of Civil and Architectural Engineering,Anyang Institute of Technology;Education Burean of Zhumadian City; |
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| Abstract: | In this article, the interval value function which can be measured in the probability space（N, A, P） is studied and the equivalence of the interval value random variable and the two-dimensional random variable is verified. On this basis, the integrability and conditional expectation of interval value random variable are studied. The nature of these two very good values is very helpful to the study of the interval value martingale and interval value Markov processes. |
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| Keywords: | random intervals two-dimensional random variable integrability of interval value conditional expectation of interval value |
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