| Some limsup results for increments of stable processes in random scenery |
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| 引用本文： | 黄炜. Some limsup results for increments of stable processes in random scenery[J]. Journal of Zhejiang University. Science. B, 2002, 0(5) |
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| 作者姓名： | 黄炜 |
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| 作者单位： | Department of Mathematics，Zhejiang University，Hangzhou 310028，China |
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| 基金项目： | (No .10 0 710 72 )supportedbyNationalNaturalScienceFoundationofChina |
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| 摘 要： | ＩＮＴＲＯＤＵＣＴＩＯＮＬｅｔＺ ,Ｎ0 ａｎｄＮｄｅｎｏｔｅｔｈｅｓｅｔｓｏｆｉｎｔｅ ｇｅｒｓ,ｎｏｎ ｎｅｇａｔｉｖｅｉｎｔｅｇｅｒｓａｎｄｐｏｓｉｔｉｖｅｉｎｔｅｇｅｒｓ,ｒｅｓｐｅｃｔｉｖｅｌｙ.Ａｎｄｌｅｔχ ={Ｘｉ} ｉ∈Ｚｄｅｎｏｔｅａｓｅ ｑｕｅｎｃｅｏｆｒｅａｌ ｖａｌｕｅｄｒａｎｄｏｍｖａｒｉａｂｌｅｓｓｕｃｈｔｈａｔＥＸｉ =0ａｎｄＥＸ2 ｉ =σ2 Ｘ ｉ∈Ｚ .Ａｎｙｒｅａｌｉｚａｔｉｏｎｏｆｔｈｅｓｅｑｕｅｎｃｅ {Ｘｉ} ｉ∈Ｚｉｓｃａｌｌｅｄａ“ｒａｎｄｏｍｓｃｅｎｅｒｙ” .Ｌｅｔｙ ={…
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Some limsup results for increments of stable processes in random scenery |
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| HUANG Wei. Some limsup results for increments of stable processes in random scenery[J]. Journal of Zhejiang University. Science. B, 2002, 0(5) |
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| Authors: | HUANG Wei |
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| Abstract: | In this paper, we prove some limsup results for increments and lag increments of G(t) , which is a stable processe in random scenery. The proofs rely on the tail probability estimation of G(t). |
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| Keywords: | Local time Random walk in random scenery Stable process in random scenery Increments Lag increments. |
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