Supported by the National Natural Science Foundation of China(No.10571159);Specialized Research Found for Doctor Program of Higher Education(No.20060335032);Hangdian Foundation(No.KYS091506042).
Let B0^H = {B0^H(t),t ∈ R+^N) be a real-valued fractional Brownian sheet. Define the (N,d)- Gaussian random field B^H by B^H(t) = (B1^H(t),...,Bd^H(t)) t ∈ R+^N, where B1^H, ..., Bd^H are independent...
We study the moduli of continuity of a class of N-parameter Gaussian processes and get some results on'the packing dimension of the set of their fast points.
Project supported by the National Natural Science Foundation of China(No.10571159);the Ph.D.Programs Foundation of Ministry of Education of China(No.20060335032);and the Foundation of Hangzhou Dianzi University(No.KYS091506042)
We introduce a super-Lévy process and study maximal speed of all particles in the range and the support of the super-Lévy process. The state of historical super-Lévy process is a measure on the set of paths. We stu...
Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependen...
National Natural Science Foundation of China (No.10571159)
Let {X, X1, X2,...} be a strictly stationaryφ-mixing sequence which satisfies EX = 0,EX^2(log2{X})^2〈∞and φ(n)=O(1/log n)^Tfor some T〉2.Let Sn=∑k=1^nXk and an=O(√n/(log2n)^γ for some γ〉1/2.We prove ...
国家自然科学基金(No.10571159);教育部博士点专项基金(No.20060335032);the Korea Research Foundation Grant Funded by Korea Government(MoEHRD Basic Research Fund)(No.Mol-2003-000-10302-0)资助的项目