| 三维Wiener Sausage体积的中偏差 |
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| 引用本文： | 王艳清.三维Wiener Sausage体积的中偏差[J].数学学报,2011(3):495-502. |
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| 作者姓名： | 王艳清 |
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| 作者单位： | 中南财经政法大学统计与数学学院 |
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| 基金项目： | 国家自然科学基金资助项目(10871153);中南财经政法大学2010基本科研业务项目(2010014) |
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| 摘 要： | 令{β(s),s≥0}表示R~3空间中的标准Brown运动,|W_r(t)|表示由{β(s),s≥0}产生的观察至时间t且以r为半径的Wiener sausage的体积.由中心极限定理可知,(|W_r(t)|-E|W_r(t)|)/(?)弱收敛至正态分布.本文研究这种情况下的中偏差.
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| 关 键 词： | Wiener sausage 大偏差 中偏差 |
Moderate Deviations for the Volume of Three-Dimensional Wiener Sausage |
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| Yan Qing WANG.Moderate Deviations for the Volume of Three-Dimensional Wiener Sausage[J].Acta Mathematica Sinica,2011(3):495-502. |
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| Authors: | Yan Qing WANG |
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| Institution: | Yan Qing WANG School of Statistics and Mathematics,Zhongnan University of Economics and Law Wuhan,Wuhan 430073,P.R.China |
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| Abstract: | Let {β（s）,s≥0} be the standard Brownian motion in R3 and let|Wτ（t）| be the volume of the Wiener sausage associated with {β（s）,s≥0} observed until time t.From the central limit theorem,we know that（|Wr（t）|—E|Wr（t）|）/（tlogt）1/2weakly converges to a normal distribution.In this paper,we study the corresponding moderate deviation. |
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| Keywords: | Wiener sausage large deviations moderate deviations |
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