Stochastic O and o Symbols
0.引言
在文献中我们经常会遇到 O p ( 1 ) O_p(1) Op(1) 和 o p ( 1 ) o_p(1) op(1) 的符号, 这篇文章就是介绍一下这两个符号的定义和一些运算性质。
1.Definition
Definition1
【 X n = O p ( 1 ) X_n=O_p(1) Xn=Op(1): Bounded in probability】
A sequence of random variables { X n } \{X_n\} {
Xn} is said to be bounded in probability if for every ϵ > 0 \epsilon>0 ϵ>0,there exist M ϵ M_\epsilon Mϵ and N ϵ N_\epsilon Nϵ such that P ( ∣ X n ∣ > M ϵ ) < ϵ P(|X_n|>M_\epsilon)<\epsilon P(∣Xn∣>Mϵ)<ϵ for all n > N ϵ n>N_\epsilon n>N