HOW SMALL ARE THE INCREMENTS OF THE LOCAL TIME OF A WIENER PROCESS

被引：18
作者：
CSAKI, E
FOLDES, A
机构：
来源：
ANNALS OF PROBABILITY | 1986年 / 14卷 / 02期
关键词：
D O I：
10.1214/aop/1176992529
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
收藏
页码：533 / 546
页数：14
相关论文
共 15 条
[1]  
Abramowitz M., 1970, HDB MATH FNCTIONS
[2]   ON THE APPLICATION OF THE BOREL-CANTELLI LEMMA [J].
CHUNG, KL ;
ERDOS, P .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1952, 72 (JAN) :179-186
[3]   ON THE ZEROS OF SIGMA-1N+/- [J].
CHUNG, KL ;
HUNT, GA .
ANNALS OF MATHEMATICS, 1949, 50 (02) :385-400
[4]   HOW BIG ARE THE INCREMENTS OF THE LOCAL TIME OF A WIENER PROCESS [J].
CSAKI, E ;
CSORGO, M ;
FOLDES, A ;
REVESZ, P .
ANNALS OF PROBABILITY, 1983, 11 (03) :593-608
[5]   ON THE LENGTH OF THE LONGEST EXCURSION [J].
CSAKI, E ;
ERDOS, P ;
REVESZ, P .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1985, 68 (03) :365-382
[6]  
Csorgo M., 1978, Stochastic Processes & their Applications, V8, P119, DOI 10.1016/0304-4149(78)90001-7
[7]  
Csorgo M., 1981, STRONG APPROXIMATION
[8]  
DOETSCH G, 1950, HDB LAPLACE TRANSFOR, V1
[9]  
Erdos P., 1959, ANN U SCI BUDAPEST S, V2, P93
[10]   AN ITERATED LOGARITHM LAW FOR LOCAL TIME [J].
KESTON, H .
DUKE MATHEMATICAL JOURNAL, 1965, 32 (03) :447-&
12