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一维Wiener sausage长度的中偏差和重对数律(英文) 被引量:1

MODERATE DEVIATIONS AND LAW OF THE ITERATED LOGARITHM FOR THE LENGTH OF ONE-DIMENSIONAL WIENER SAUSAGE
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摘要 本文研究一维Wiener sausage.利用布朗运动的相关性质和收缩原理,得到p个Wiener sausage相交部分长度的中偏差和重对数律. In this paper, we study one-dimensional Wiener sausage. Using the property of Brownian motion and the contraction principle , we get moderate deviations and law of the iterated logarithm for the length of intersection of p one-dimensional Wiener sausages.
作者 王艳清
出处 《数学杂志》 CSCD 北大核心 2007年第5期529-533,共5页 Journal of Mathematics
基金 Supported by the National Natural Science Fund(Grant No .10271091)
关键词 WIENER SAUSAGE 布朗运动 中偏差 小球估计 重对数律 Wiener sausage Brownian motion moderate deviation small deviation law of the iterated logarithm
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参考文献6

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