ON THE OCCUPATION TIMES OF CONES BY BROWNIAN-MOTION

被引：8

作者：

MEYRE, T

WERNER, W

机构：

[1] CNRS,CAMBRIDGE CB2 1SB,ENGLAND

[2] UNIV CAMBRIDGE,DEPT PURE MATH & MATH STAT,STAT LAB,CAMBRIDGE CB2 1SB,ENGLAND

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1995年 / 101卷 / 03期

关键词：

D O I：

10.1007/BF01200504

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study some features concerning the occupation time A(t) of a d-dimensional cone C by Brownian motion. In particular, in the case where C is convex, we investigate the asymptotic behaviour of P(A(1) < u) as u --> 0, when the Brownian motion starts at the vertex of C. We also give the precise integral test, which decides whether a.s., lim inf(t --> infinity) A(t)/(tf(t)) = 0 or infinity for a decreasing function f.

引用

页码：409 / 419

页数：11

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