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SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK

SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK
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摘要 Let X,X1,X2 be i. i. d. random variables with EX^2+δ〈∞ (for some δ〉0). Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ* (n)=supx∈zζ(x,n),ζ(x,n) =#{0≤k≤n:[Sk]=x}. A strong approximation of ζ(n) by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ*(n) are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ*(n) is proved. Let X,X1,X2 be i. i. d. random variables with EX^2+δ〈∞ (for some δ〉0). Consider a one dimensional random walk S={Sn}n≥0, starting from S0 =0. Let ζ* (n)=supx∈zζ(x,n),ζ(x,n) =#{0≤k≤n:[Sk]=x}. A strong approximation of ζ(n) by the local time for Wiener process is presented and the limsup type and liminf-type laws of iterated logarithm of the maximum local time ζ*(n) are obtained. Furthermore,the precise asymptoties in the law of iterated logarithm of ζ*(n) is proved.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2006年第1期87-95,共9页 高校应用数学学报(英文版)(B辑)
基金 SupportedbytheNationalNaturalScienceFoundationofChina(10071072).
关键词 local time random walk precise asymptotic law of iterated logarithm strong approximation. local time, random walk, precise asymptotic, law of iterated logarithm, strong approximation.
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