A Liminf Result on Two-parameter Gaussian Process

A Liminf Result on Two-parameter Gaussian Process

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摘要 Abstract In this paper, a liminf behavior is studied of a two-parameter Gaussian process which is a generalization of a two-parameter Wiener process. The results improve on the liminfs in [7]. Abstract In this paper, a liminf behavior is studied of a two-parameter Gaussian process which is a generalization of a two-parameter Wiener process. The results improve on the liminfs in [7].

作者 Li-XinZhang Chuan-rongLu

机构地区 DepartmentofMathematics DepartmentofStatisticsandOperations

出处《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2003年第1期157-166,共10页 应用数学学报（英文版）

基金 Supported by the National Natural Science Foundation of China (No.10071072).

关键词 Keywords Fractional Wiener process INCREMENTS liminfs Keywords Fractional Wiener process, increments, liminfs

分类号 O211.6 [理学—概率论与数理统计]

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参考文献1

1张立新,陆传荣,王尧弘.On large increments of a two-parameter fractional Wiener process[J].Science China Mathematics,2001,44(9):1115-1125. 被引量：4

二级参考文献7

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7Ortega,J.On the size of the increments of non-stationary Gaussian processes[].Stochastic Processes Their Appl.1984

共引文献3

1Lu Chuanrong.A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),2005,20(3):331-337. 被引量：1
2TAN ZhongQuan,YANG Yang.Extremes of Shepp statistics for fractional Brownian motion[J].Science China Mathematics,2015,58(8):1779-1794. 被引量：3
3蒋烨.两参数分数Wiener过程滞后增量有多大[J].浙江大学学报（理学版）,2003,30(1):15-18.

1XIA Liang-wen,ZHANG Jing-hong.A note on approximation to subfractional brownian motion[J].安徽工程大学学报,2014,29(4):85-91.
2张丽娜,陈俊英,闫广州.随机变量和的估计定理[J].河北师范大学学报（自然科学版）,2011,35(6):558-561.
3施建华,黄可明.关于中心极限定理收敛速度的一个不等式(英文)[J].福州大学学报（自然科学版）,2006,34(1):19-23.
4施建华,黄可明.关于任意B值r．v．序列的强收敛性的注[J].应用数学学报,2007,30(5):885-890. 被引量：3
5施建华,林影.NA随机变量序列强收敛性的若干结论[J].福州大学学报（自然科学版）,2007,35(5):680-684. 被引量：2
6施建华.NAr.v.部分和收敛速度的推广(英文)[J].漳州师范学院学报（自然科学版）,2010,23(1):37-41.
7Lu Chuanrong.A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),2005,20(3):331-337. 被引量：1
8Lu Chuanrong,Shen Siwei,Wang Xiuyun Department of Mathematics Hangzhou University Hangzhou, 310028 China.Local Continuity Modulus for Wiener and Infinite Dimensional OU Processes[J].Acta Mathematica Sinica,English Series,1994,10(2):219-224. 被引量：3
9林正炎,陆传荣.A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),1993,8(1):54-63. 被引量：2
10张立新,陆传荣,王尧弘.On large increments of a two-parameter fractional Wiener process[J].Science China Mathematics,2001,44(9):1115-1125. 被引量：4

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A Liminf Result on Two-parameter Gaussian Process

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