布朗运动的极大游程与首达极大时  

The Maximum Excursion and the First Instance of Attaining Such a Maximum for Brownian Motion

作　　者：吕玉华[1] 尹传存[1] 

机构地区：[1]曲阜师范大学数学系,山东273165

出　　处：《应用概率统计》1999年第3期257-261,共5页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金!19801020;山东省青年科学基金

摘　　要：本文给出了从球外任一点出发的布朗运动的极大游程的几种不同的定义，求出了极大游程的分布，以及极大游程与首达极大时的联合分布，作为推论求出了首达极大时的分布．In this paper, we give some definitions of maximum excursion for Brownian Motion starting from the point of the outside of the ball. We obtain the joint distribution of maximum excursion and the first instance of attaining such a maximum. As a consequence, we obtain the distribution function of the first instance of attaining maximum excursion.

关 键 词：首中时 末离时 极大游程 首达极大时 维纳过程 

分 类 号：O211.62[理学—概率论与数理统计]