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多参数平稳增量高斯过程的若干极限结果
  • 期刊名称：数学物理学报，26（6），801－812，2006
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]北京大学数学学院概率统计系,北京100871, [2]浙江大学西溪校区数学系,杭州310028
  • 相关基金：国家自然科学基金（10571159）、高等学校博士点专项科研基金（2002335090）资助
  • 相关项目：非高斯过程样本理论中的极限定理
关键词： 样本轨道, 多参数高斯过程, 平稳增量, Sample pathes, Multi-parameter Gaussian processes, Stationary increments.
中文摘要：

该文通过高斯过程的尾概率估计和Slepian引理，在较弱的条件下，研究了相当一般的平稳增量高斯过程的极限性质，得到的结果推广了已有文献中类似的结果．如文献[1]和[2]的结果．

英文摘要：

In this paper, the authors study the limit behavior on the increments of multiparameter Gaussian process with stationary increments under some weaker conditions, via Slepian＇s lemma and large deviation probabilities on the Gaussian process with stationary increments. The obtained results generalize those of [1] and [2].

同期刊论文项目
非高斯过程样本理论中的极限定理
期刊论文 52 会议论文 8 著作 1
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