| ON THE FRACTAL NATURE OF INCREMENTS OF THE INFINITE SERIES OF OU PROCESSES RELATED TO THE CHUNG LIL |
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| 引用本文： | ZHANGLIXIN. ON THE FRACTAL NATURE OF INCREMENTS OF THE INFINITE SERIES OF OU PROCESSES RELATED TO THE CHUNG LIL[J]. 高校应用数学学报(英文版), 1998, 13(2): 215-222. DOI: 10.1007/s11766-998-0043-1 |
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| 作者姓名： | ZHANGLIXIN |
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| 作者单位： | DepartmentofMathematicsandInformationScience,HangzhouUniversity,Hangzhou310028 |
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| 摘 要： | The author proves that the set of points where the Chung type LIL fails for the path of the infinite series of independent Ornstein-Uhlenbeck processes is a random fraetal, and evaluates its Hausdorff dimension.
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| 关 键 词： | 随机分形性质 无限序列 豪斯多夫维度 勒贝格测度 |
| 收稿时间： | 1997-04-27 |
On the fractal nature of increments of the infinite series of ou processes related to the Chung LIL |
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| Zhang Lixin. On the fractal nature of increments of the infinite series of ou processes related to the Chung LIL[J]. Applied Mathematics A Journal of Chinese Universities, 1998, 13(2): 215-222. DOI: 10.1007/s11766-998-0043-1 |
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| Authors: | Zhang Lixin |
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| Affiliation: | (1) Department of Mathematics and Information Science, Hangzhou University, 310028 Hangzhou |
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| Abstract: | The author proves that the set of points where the Chung type LIL fails for the path of the infinite series of independent Ornstein-Uhlenbeck processes is a random fractal, and eval-uates its Hausdorff dimension. Supported by National Natural Science Foundation of China(19701011). |
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| Keywords: | Fractal nature Hausdorff dimension Ornstein-Uhlenbeck process Wiener process |
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