| 随机游动局部时的某些极限性质 |
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| 引用本文： | 闻继威,严云良.随机游动局部时的某些极限性质[J].高校应用数学学报(英文版),2006,21(1). |
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| 作者姓名： | 闻继威 严云良 |
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| 摘 要： | Let X,X1,X2,...be i.i.d.random variables with EX2 δ<∞(for some δ>0).Consider a one-dimensional random walk S={Sn}n≥0,starting from S0=0.Let ξk]=x}.A strong approximation of ξ*(n) by the local time for Wiener process is presented and the limsup-type and liminf-type laws of iterated logarithm of the maximum local time ξ*(n) are obtained.Furthermore,the precise asymptotics in the law of iterated logarithm of ξ*(n) is proved.
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SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK |
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| Wen Jiwei,Yan Yunliang.SOME LIMIT PROPERTIES OF LOCAL TIME FOR RANDOM WALK[J].Applied Mathematics A Journal of Chinese Universities,2006,21(1). |
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| Authors: | Wen Jiwei Yan Yunliang |
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| Abstract: | |
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| Keywords: | local time random walk precise asymptotic law of iterated logarithm strong approximation |
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