Asymptotic results for self-similar Markov processes

被引：8
|
作者：
Xiao, YM [1 ]
机构：
[1] Univ Utah, Dept Math, Salt Lake City, UT 84112 USA
来源：
ASYMPTOTIC METHODS IN PROBABILITY AND STATISTICS: A VOLUME IN HONOUR OF MIKLOS CSORGO | 1998年
关键词：
D O I：
10.1016/B978-044450083-0/50022-8
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：
Let X(t) (t is an element of R+) be an alpha-self-similar Markov process on R-d or R-+(d). For two types of such processes, the lower functions for X(t) are studied. As a consequence, the results of Khoshnevisan (1996) and Knight (1973) on the lower class of the maximum of Brownian motion normalized by its local time at 0 are recovered.
引用
收藏
页码：323 / 340
页数：18
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