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可加Lvy过程的轨道渐近性质

Asymptotic properties of the sample paths of additive Lvy processes
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摘要 本文主要研究有限个相互独立的从属过程之和的样本轨道的渐近性质.给出了样本轨道在零点附近和无穷远处的渐近增长率的上下极限,并且得出了在零点附近渐近增长率的一致下极限. In this paper we study the asymptotic properties of the sample paths of the sum of finite independent subordinators. We obtain the limsup and liminf of the rates of growth of the process at the origin and infinity. Furthermore we deduce the uniform result on the asymptotic behavior of the process at the origin.
出处 《中国科学:数学》 CSCD 北大核心 2011年第4期353-364,共12页 Scientia Sinica:Mathematica
基金 国家自然科学基金(批准号:10871200)资助项目
关键词 可加Levy过程 从属过程 重对数律 轨道渐近增长率 additive Levy process, subordinator, the law of the iterated logarithm, rate of growth of aprocess
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参考文献15

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