关于一类Ornstein-Uhlenbeck型马氏过程Range的维数(英语)  

On the Dimensions of the Ranges for A Class of Ornstein-Uhlenbeck Type Markov Processes

作　　者：王永进[1] 

机构地区：[1]南开大学数学系,天津300071

出　　处：《应用概率统计》1996年第1期1-9,共9页Chinese Journal of Applied Probability and Statistics

摘　　要：本文我们考虑一类Ornstein-Uhlenbeck型马氏过程Range的分形性质,给出了它们的Hausdorff维数的上界和下界,此外在文末我们对这类过程的水平集的维数给出了估计。In this paper, we consider the fractal property of the Ranges of a class of Ornstein-Uhlenbeck type Markov processes, and give the upper and lower bounds of their Hausdorff dimensions. In addition, the dimensions of the level sets for the processes will he estimated at the end of the paper.

关 键 词：O-U型 Range维数 豪斯道夫维数 

分 类 号：O211.62[理学—概率论与数理统计]