MOMENT INEQUALITIES FOR FUNCTIONALS OF THE BROWNIAN CONVEX-HULL

被引：4
作者：
KHOSHNEVISAN, D [1 ]
机构：
[1] MIT,CAMBRIDGE,MA 02139
来源：
ANNALS OF PROBABILITY | 1992年 / 20卷 / 02期
关键词：
CONVEX HULL; BROWNIAN MOTION; BDG INEQUALITY;
D O I：
10.1214/aop/1176989794
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 briefly show an extension of inequalities of Burkholder and Gundy for linear Brownian motion to certain monotone functionals of the d-dimensional Brownian convex hull. Our results belong to a class of results that imply that Brownian hulls are much like the one-dimensional maximal process.
引用
收藏
页码：627 / 630
页数：4
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