k-维Brown运动子列C-R型增量在Hlder范数下的泛函样本轨道性质  

Functional sample path properties for subsequence's C-R increments of k-dimensional Brownian motion in Hlder norm

作　　者：危启才[1] 

机构地区：[1]武汉轻工大学数学与计算机学院,湖北武汉430023

出　　处：《高校应用数学学报（A辑）》2015年第3期355-366,共12页Applied Mathematics A Journal of Chinese Universities(Ser.A)

摘　　要：借助于k-维Brown运动在Hlder范数生成的强拓扑下的大偏差公式,得到了k-维Brown运动子列C-R型增量在Hlder范数下的泛函样本轨道性质.藉此性质,可以得到k-维Brown运动在Hlder范数下的泛函重对数定律.In this paper, with aid of large deviation formulas established in strong topology generated by Holder norm for k-dimensional Brownian motion, the paper obtained the functional sample path properties for subsequence＇s C-R increments of k-dimensional Brownian motion in Holder norm, by which one can get the functional laws of iterated logarithm for k-dimensional Brownian motion.

关 键 词：k-维Brown运动 泛函样本轨道性质 子列C-R型增量 HOLDER范数 

分 类 号：O211.6[理学—概率论与数理统计]