| 矩母函数:拟对称概率测度 |
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| 引用本文： | 赵敏智,应坚刚. 矩母函数:拟对称概率测度[J]. 数学年刊A辑(中文版), 2003, 0(1) |
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| 作者姓名： | 赵敏智 应坚刚 |
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| 作者单位： | 浙江大学数学系，复旦大学数学研究所 杭州 310027，上海 200433 |
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| 基金项目： | 国家自然科学基金(No.19501036)资助的项目 |
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| 摘 要： | 本文用凸函数的方法研究了概率测度的矩母函数和由C.J.Stone提出的拟对称性,并刻画了Martin边界的法向量.拟对称性在随机游动的比例极限定理中是一个重要的概念.这些结果可应用于Levy过程的研究.
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| 关 键 词： | 概率测度 矩母函数 拟对称 Martin边界 |
MOMENT GENERATING FUNCTIONS: QUASI-SYMMETRY OF PROBABILITY MEASURES |
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| ZHAO Minzhi YLNG JiangangDepartrnent of Mathematics,Zhejiaiig University,Hangzhou ,China. E-mail: zhzzmz@ zju.edu.cnInstitute of Mathematics,Fudan University,Shanghai ,China. E-mail: jying@ fudan.edu.cn. MOMENT GENERATING FUNCTIONS: QUASI-SYMMETRY OF PROBABILITY MEASURES[J]. Chinese Annals of Mathematics, 2003, 0(1) |
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| Authors: | ZHAO Minzhi YLNG JiangangDepartrnent of Mathematics Zhejiaiig University Hangzhou China. E-mail: zhzzmz@ zju.edu.cnInstitute of Mathematics Fudan University Shanghai China. E-mail: jying@ fudan.edu.cn |
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| Affiliation: | ZHAO Minzhi YLNG JiangangDepartrnent of Mathematics,Zhejiaiig University,Hangzhou 310027,China. E-mail: zhzzmz@ zju.edu.cnInstitute of Mathematics,Fudan University,Shanghai 200433,China. E-mail: jying@ fudan.edu.cn |
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| Abstract: | In this article, the authors invesigate the moment generating functions of probabiltiy measure by means of convex analysis and also study the quasi-symmetric property, introduced by C. J. Stone, which is an important notion in ratio limit theory of random walk. |
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| Keywords: | Moment generating function Probability measure Martin boundary Quasi-symmetry |
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