期刊文献+

Wiener过程下等间距分段加权和的levy连续模定理 被引量:2

The Levy's Modulus of Continuity under the Context of Wiener Process of Equidistance
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摘要 连续模定理是讨论wiener过程的增量有多大,由它可推出关于wiener过程的强大数律与重对数律,而Levy连续模定理是wiener过程的一个重要结论,文章进一步推广著名的levy连续模定理。 The modulus of continuity of the wiener process is an important result on probability theory and has extensive application. We extend the modulus of continuity to the condition of weighted sum that avera- ges interval segments about normal wiener process and obtain theorem of the modulus of continuity of levy under the condition weighted sum that averages interval segments about normal wiener process.
作者 王斌 沈照煊
出处 《安徽教育学院学报》 2006年第3期10-14,共5页 Journal of Anhui Institute of Education
关键词 WIENER过程 levy连续模定理 B-C引理 Wiener Process the modulus of continuity of levy B-C lemma
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参考文献2

  • 1Csorgo,M,Revesz P.Strong Approximations in Probability and Statistics.New York:Acaemic Perss,1981.
  • 2Laha,R.G.andRohatgi,V.K.,Probability Theory,John Wiley &Sons,1979

同被引文献9

  • 1Csórgó.M,Révész.P.Strong Approximation in Probability and statistics[M].New York:Aeademic Press,1981.
  • 2Csórgó.M.Révész.P.How big are the increments of a Wiener process?[J].The Annals of Probability,1979,(7):731-737.
  • 3Book.S.A.Shore.T.R.On large intervals in the Csórgó Révész theorem on increments of a Wiener process[J].Z.Wahrscheinlichkeitstheorieverw.Gebiete,1978,46:1-11.
  • 4张节松 沈照煊.Wiener过程增量的尾概率估计的推广.安徽大学学报,:36-38.
  • 5Csorgo M, Revesz P. How Big are the Increments of a Wiener Process? [ J ]. The Annals of Probability, 1979 (7) :731-737.
  • 6林正炎,陆传荣,苏中根.概率极限理论基础[M].北京:高等教育出版社,1999:87.89.
  • 7Csorgo M, Revesz P. Strong Approximation in Probability and Statistics[ M]. New York:Academic Press,1981:23-38.
  • 8Book S A, Shore T R. On Large Intervals in the Csorgo-Revesz Theorem on Increments of a Wiener Process[J]. Probability Theory and Related Fields, 1978,46 : 1-11.
  • 9张节松,沈照煊.Wiener过程增量的尾概率估计的推广[J].安徽大学学报(增刊),2005,25(6):36-38.

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