摘要
本文在已知 N,m 的条件下,对(N,m,2α)过程即 m 维分数 Brown 运动 x(t)(t∈R^N)中的指数α进行了估计,从而得到 x(t)的 Hausdorff 维数和重点数的估计值,给出了重点数错判概率的上限,对估计量的一些性质和重点数错判概率的收敛问题进行了讨论,得到后者收敛到零的结果.
In this paper index α of m dimension fractional Brownian motion X(t) (t∈R^N) (or (N,m,2α)process)are estimated,where N,m are known numbers;therefore estimate values of Haus- dorff dimension and multiple points of X(t)are obtained.Properties of estimator are discussed.Upper bound and converging to zero of error probability for multiple points are obtained.
