摘要
文章提出了维纳过程有限加权和形式,并对其增量的尾概率进行了估计,所得结果推广了Csrg和Révész早期的结果。
This thesis brings forward the form of finite weighted sum of Wiener processes, and estimates its increment's tail probability, at the same time, generalizes the result that Csorgo and Révész got earlier.
出处
《淮北煤炭师范学院学报(自然科学版)》
2008年第1期27-30,共4页
Journal of Huaibei Coal Industry Teachers College(Natural Science edition)
关键词
维纳过程
有限加权和
尾概率
Wiener process
finite weighted sum
tail probability