A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-...A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process.展开更多
Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j<∞. In this paper a functional central limit theorem for negatively associated random variables under some condit...Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j<∞. In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved, which is the same as the results for positively associated random variables.展开更多
Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j【∞. In this paper a functional central limit theorem for negatively associated random variables under some conditio...Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j【∞. In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved, which is the same as the results for positively associated random variables.展开更多
In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W（s）|/（2s log log（1/s））<sup>1/2</sup>=1 a.s. This result was given by Csrg...In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W（s）|/（2s log log（1/s））<sup>1/2</sup>=1 a.s. This result was given by Csrg and Revesz （1981）, but the proof gets them nowhere. We also gave a similar local continuity modulus result for the infinite dimensional OU processes.展开更多
文摘A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process.
文摘Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j<∞. In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved, which is the same as the results for positively associated random variables.
文摘Let {X j,j1} be a sequence of negatively associated random variables with EX j=0,EX 2 j【∞. In this paper a functional central limit theorem for negatively associated random variables under some conditions without stationarity is proved, which is the same as the results for positively associated random variables.
基金Supported by the National Natural Science FundZhejiang Provincial Natural Science Foundation.
文摘In this paper, we gave a proof for the local continuity modulus theorem of the Wiener process, i. e., lim t→0 sup 0≤s≤t |W（s）|/（2s log log（1/s））<sup>1/2</sup>=1 a.s. This result was given by Csrg and Revesz （1981）, but the proof gets them nowhere. We also gave a similar local continuity modulus result for the infinite dimensional OU processes.
