SOME LIM INF RESULTS FOR INCREMENTS OF A WIENER PROCESS

被引：7

作者：

HANSON, DL ^{[1
]}

RUSSO, RP ^{[1
]}

机构：

[1] UNIV IOWA,DEPT STAT,IOWA CITY,IA 52242

来源：

ANNALS OF PROBABILITY | 1989年 / 17卷 / 03期

关键词：

D O I：

10.1214/aop/1176991257

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：

引用

页码：1063 / 1082

页数：20

共 16 条

[1] LARGE INTERVALS IN CSORGO-REVESZ THEOREM ON INCREMENTS OF A WIENER PROCESS [J].

BOOK, SA ;

SHORE, TR .

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1978, 46 (01) :1-11

[2]

Chan A.H.C., 1978, CANAD J STATIST, V6, P57

[3]

CHEN G, 1987, ACTA MATH SINICA, V3, P38

[4]

CHEN GJ, 1986, ANN PROBAB, V14, P1252

[5] HOW BIG MUST BE THE INCREMENTS OF A WIENER PROCESS [J].

CSAKI, E ;

REVESZ, P .

ACTA MATHEMATICA ACADEMIAE SCIENTIARUM HUNGARICAE, 1979, 33 (1-2) :37-49

[6] HOW BIG ARE THE INCREMENTS OF A WIENER PROCESS [J].

CSORGO, M ;

REVESZ, P .

ANNALS OF PROBABILITY, 1979, 7 (04) :731-737

[7]

Csorgo M., 1981, STRONG APPROXIMATION

[8]

DEO CM, 1977, NOTE INCREMENTS WIEN

[9] SOME RESULTS ON INCREMENTS OF THE WIENER PROCESS WITH APPLICATIONS TO LAG SUMS OF IID RANDOM-VARIABLES [J].

HANSON, DL ;

RUSSO, RP .

ANNALS OF PROBABILITY, 1983, 11 (03) :609-623

[10] SOME MORE RESULTS ON INCREMENTS OF THE WIENER PROCESS [J].

HANSON, DL ;

RUSSO, RP .

ANNALS OF PROBABILITY, 1983, 11 (04) :1009-1015

← 1 2 →