下临界维数情形Stable过程投影相交局部时的上尾估计(英文)  

Upper Tail Asymptotics for Projected Intersection Local Time of Symmetric Stable Processes in Subcritical Dimensions

作　　者：王艳清[1,2] 

机构地区：[1]中南财经政法大学统计与数学学院,湖北武汉430073 [2]Laboratoire de Mathematiques de Bretagne Atlantique,UMR 6205,Universite de Bretagne-Sud,Compus de Tohannic,BP573,56017 Vannes,France

出　　处：《应用数学》2013年第1期140-145,共6页Mathematica Applicata

基　　金：Supported by the Ministry of Education of Humanities and Social Science Project(12YJCGJW015);the Million Project of Zhangnan University of Economics and Law

摘　　要：利用其中一个稳定过程将Rd上的p个α稳定过程相交局部时测度投影到其相交点集合上的这种方式,在相交集合点上定义一个自然测度l.在p(d-α)<d且d≥2的条件下,证明了对任意的有界集U,事件l(U)>a的概率随着a的增长将以指数速度衰减.We equip the intersection of p independent symmtric a -stable processes in Ra with the natural measure l defined by projecting the intersection local time measure via one of the stable processes onto the set of intersection points. Under the assumption that p（d-- a） 〈 d and d ≥2, we show that as a → ∞ the probability of the event {l（U） 〉 a} decays with an exponential rate,where U is a bounded domain.

关 键 词：稳定过程 局部时 格林函数 

分 类 号：O211.62[理学—概率论与数理统计]