Comments (3)
您好,您这个解法的这一步好像有问题
您后面是证明了前面那一项为0,从而这个整体为0,但是下面这一部分是包含a_t+k,s_t+k的,即后面一个和式算出的是a_t+k和s_t+k的函数,因此不能说前面一项为0所以这个整体为0.
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您好,您这个解法的这一步好像有问题
您后面是证明了前面那一项为0,从而这个整体为0,但是下面这一部分是包含a_t+k,s_t+k的,即后面一个和式算出的是a_t+k和s_t+k的函数,因此不能说前面一项为0所以这个整体为0.
首先你标红的第二处有下标错误,我会修改一下
除此之外我大概理解你的疑虑。第一处红线下部分形式上确实与 a_t+k和s_t+k 相关,但是被求和式其实是一个条件概率分布,变量是求和公式的下标,这些变量取到所有值时,这个和式值为 1,不论 a_t+k和s_t+k 取值为何。有时间时我会补充更清楚一点。
结合邱老师这本书的图 14.3 应该可以更好的理解这一点。
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