摘要
关于Winener过程增量有多大的研究前人已经得出了一些重要的结论,本文利用正态分布尾概率不等式和Borel-Cantelli引理等工具,对Wiener过程在区间[0,T]以及长度为aT的子区间上的一个线性组合的增量问题进行了探讨,得出了关于线性组合在区间[0,T]以及长度为aT的子区间上的增量有多大的一些重要结论,本结论是对Csórgó.M和Révész.P两人关于Winener过程增量有多大重要结果的推广。
The important result on how large the increment of a Winener process has obtained by the former scholars. The paper discusses how large the linear combination increments of a Winener process over subintervals of length aT of the interval [-0, T] by the tail probability inequality of normal distribution and the Borel-Cantelli 1emma. The important conclusion of this paper is an extension of the important result on how large the linear combination increment of a Winener process over subintervals of length aT of the interval [-0, T] of Csorgo. M and Revesz. P.
出处
《皖西学院学报》
2007年第2期12-15,共4页
Journal of West Anhui University
关键词
WIENER过程
增量
正态分布
尾概率不等式
Winener process
increment
normal distribution
tail probability inequality
