两参数分数Wiener过程滞后增量有多大  

How big are the lag increments of a two-parameter fractional Wiener process.

作　　者：蒋烨[1] 

机构地区：[1]浙江大学数学系,浙江杭州310028

出　　处：《浙江大学学报（理学版）》2003年第1期15-18,共4页Journal of Zhejiang University（Science Edition）

摘　　要：主要讨论了阶为a(0<a<1)的两参数分数Wiener过程滞后增量有多大的问题.利用Csorgo M和ReveszP中的方法和子序列法,并借助ZHANG Li—xin等关于分数Wiener过程的最大值的概率不等式,获得几个关于过程滞后增量的极限定理.其结果是对Csorgo等和ZHANG等关于两参数Wiener过程增量结果的推广.How big are the lag increments of a two-parameter fractional Wiener process of order a(0<a<1) was discussed. Based on some means in Csorgo M and Revesz P and the subsequence method, and some probability inequalities on the maximum of fractional Winener process offered by Zhang Li-xin et al. , some limit theorems about lag increments of this process are gotten. These results extend and improve the results of the increments of a two-parameter Winener process of Csorgo et al. and Zhang et al.

关 键 词：两参数分数Wiener过程 滞后增量 上极限 概率不等式 极限定理 子序列法 

分 类 号：O211.6[理学—概率论与数理统计] O211.4[理学—数学]