关于Gauss过程样本轨道的性质

本文讨论具有平稳增量Gauss过程的不可微模，以及这类Gauss过程增量有多小的问题，并将有关Wiener过程的结果，在一定的条件下推广到这类Gauss过程中去．     

THE LOCAL CONTINUITY MODULI FOR TWO CLASSES OF GAUSSIAN PROCESSES

§ 1　IntroductionLet{ W(t) } be the standard Wiener process,i.e.a Gaussian process with stationaryindependentincrements;EW(t) =0 and Cov(W(t) ,W(t s) ) =tfor all,t,s≥ 0 .CsorgoandRévész[1 ] gave the following local continuity modulus theorem for the Wiener process;lim supt→ 0 | W(t) | / (2 tlog log(1 / t) ) 1 / 2 =1 ,a.s. (1 )lim supt→ 0 sup0≤ s≤ t| W(s) | / (2 s log log(1 / s) ) 1 / 2 =1 .a.s. (2 )(“Local continuity modulus” was also called“another version of continuity m…     

l2-值两参数OU过程的连续

§ 1　IntroductionLet{ Y(t) ;-∞ 0 ,i.e.Xk(· ) is a sta-tionary,mean zero Gaussian process with EXk(s) Xk(t) =(γk/λk) exp(-λk|t-s|) ,k=1 ,2 ,....The process Y(· ) was first introduced in[1 ] as the stationary solution of the infinitearray of stochastic differential equationsd Xi(t) =-λi Xi(t) dt+(2γi) 1 / 2 d Wi(t)　 (i =1 ,2 ,...) ,(1 .1 )where { Wi(t)…     

马氏过程的某些样本函数性质

本文给出了使马氏过程的样本函数在任何有限区间上为有界，或具有左右极限的用转移函数来表达的某些充分条件。这些结果是Ｋｉｎｎｅｙ＾［１］和Ｂｌｕｍｅｎｔｈａｌ＾［２］中相应结果的推广。     

d维平稳高斯过程多重时的Hausdorff维数及Packing维数

设X^d(t∈R )是d维可分平衡高,过程,在一定条件下,本文得到了x^d(t)多重时Hausdorff维数及Packing维数,Polya过程为其特例。     

SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES

This paper obtains functional modulus of continuity and Strassen's functional LIL of the infinite series of independent Ornstein-Uhlenbeck processes, which also imply the Levy's exact modulus of continuity and LIL of this process respectively.     

随机过程增量不等式的推广

本文将推广在［３］中由Ｅ．Ｃｓａｋｉ及Ｍ．Ｃｓｏｒｇｏ所引入的关于随机过程不等式，并把它应用到某些随机过程中，从而得到这些随机过程的一些极限定理．     

Moduli of continuity of local times of strongly symmetric Markov processes via Gaussian processes

LetX be a strongly symmetric standard Markov process on a locally compact metric spaceS with 1-potential densityu ¹(x, y). Let {L _t ^y , (t, y)R ⁺×S} denote the local times ofX and letG={G(y), yS} be a mean zero Gaussian process with covarianceu ¹(x, y). In this paper results about the moduli of continuity ofG are carried over to give similar moduli of continuity results aboutL _t ^y considered as a function ofy. Several examples are given with particular attention paid to symmetric Lévy processes.The research of both authors was supported in part by a grant from the National Science Foundation. In addition the research of Professor Rosen was also supported in part by a PSC-CUNY research grant. Professor Rosen would like to thank the Israel Institute of Technology, where he spent the academic year 1989–90 and was supported, in part, by the United States-Israel Binational Science Foundation. Professor Marcus was a faculty member at Texas A&M University while some of this research was carried out.     

ON LARGE INCREMENTS OF l~p-VALUED GAUSSIAN PROCESSES

ＯＮＬＡＲＧＥＩＮＣＲＥＭＥＮＴＳＯＦｌｐＶＡＬＵＥＤＧＡＵＳＳＩＡＮＰＲＯＣＥＳＳＥＳＬＩＮＺＨＥＮＧＹＡＮＡｂｓｔｒａｃｔＬｅｔ｛Ｘｋ（ｔ），ｔ≥０｝，ｋ＝１，２，…，ｂｅａｓｅｑｕｅｎｃｅｏｆｉｎｄｅｐｅｎｄｅｎｔＧａｕｓｓｉａｎｐｒｏｃｅ...     

关于随机环境中分支过程物种总体的一个注记

本文研究随机环境中分支过程直流到n代的物种总体的渐近行为问题.利用概率生成函数的方法,得到了其期望和方差的具体表达式,并且在n趋于无穷大时,给出了灭绝概率和全部物种个数的生成函数之间的关系式.     

平稳序列的稳健性与稳定性的等价性

在平稳序列的参数估计问题中，我们证明了在度量ρｎ下，稳健性与稳定性存在一定的等价关系。     

d维平稳高斯过程多重点的Hausdorff维数及Packing维数

设Ｘ＾ｄ（ｔ）（ｔ∈Ｒ＋）是ｄ维可分平稳高斯过程，在一定条件下，本文得到了Ｘ＾ｄ（ｔ）的ｋ重点集的Ｈａｕｓｄｏｒｆｆ维数及Ｐａｃｋｉｎｇ维数。Ｐｏｌｙａ过程为其特例。     

带随机过程的随机规划问题最优解过程的平稳性与马氏性

证明了带随机过程的随机规划问题其最优争集中至少存在一列最优解均为可测的随机过程；且如果问题中的随机过程具有平稳性与马氏性，则此时间问题的最优解过程亦具有相应的特性。     

紧区间上高斯核近似逼近误差估计的改进

本文研究了由高斯核构成的拟插值算子在闭区间上的近似逼近问题.利用函数延拓和近似单位分划的方法,构造了拟插值算子,并得到了一致范数下的逼近阶估计.     

SOME LIMINF RESULTS ON INCREMENTS OF THE PRIMITIVES OF BROWNIAN MOTION

§ 1　Introduction and ResultsLet{W(t) ;t≥ 0 }be a standard Brownian motion.For a positive integer m,define aGaussian processXm(t) =1m!∫t0 (t-s) md W(s) ,(1 .1 )which was firstmentioned by[1 ] .This class of processes arises in several domains of ap-plied mathematics.For instance,the process X1 (· ) ,which has been studied at length,isthe solution of the Langevin's equation under certain physical conditions.Wahba[2 ,3] usedXm(· ) to derive a correspondence between smoothing by splines …     

关于Q过程跳跃次数的一个注记

本文考虑一类Ｑ过程的跳次数及相应的点过程，证明了与此点过程有关的一个随机积分是平方可积鞅，同时对有关文献中的不足之处作了讨论。     

关于李国平一个定理的注记

对于李国平教授在“推广的Привлов定理”一文中提出的三个条件进行了分析,研究了其内在关系,最终去掉两个条件,从而大幅改进原结果。     

ON A LARGE SAMPLE PROBLEM IN NONLINEAR REGRESSION

Assume that in the nonlinear regression model, independent variable sequence {xi,i≥1} is a known constant-vector sequence. This article proposes a condition on {xi}, which can be tested and verified easily. The condition is essential for proving the consistency and asymptotic normality of the estimator     

超凸空间上一类非扩张集值映象的性质

研究超凸空间上具有非空闭球交值的非扩张集值映象的不动点及近似不动点的存在性，以及其单值非扩张选择的唯一性问题.     

A STRASSEN LAW OF THE ITERATED LOGARITHM FOR PROCESSES WITH INDEPENDENT INCREMENTS

Let X = {X(t), t ＞- 0} be a process with independent increments (PII) such that E|X(t)| = 0, Dx(t) ∧= E[X(t)^2 < ∞, limt→∞ Dx(t)/t = 1,and there exists a majoring measure G for the jump △X of X. Under these assumptions, using rather a direct method, a Strassen‘s law of the iterated logarithm (Strassen LIL) is established. As some special cases, the Strassen LIL for homogeneous PII and for partial sum process of i.i.d, random variables are comprised.