暂留布朗运动的重对数律

A Law of the Iterated Logarithm for Transient Brownian Motion

摘要: 设W(t)是一个暂留布朗运动,本文证明m(T)=inf|W(t)|; t≥T,(T>0)满足重对数律;同时,我们也讨论相应的上、下函数问题,并且获得另一种新形式的重对数律。

Abstract: Let W(t) be a transient Brownian motion. In this paper, we prove that m(T)=inf|W(t)|; t≥T,(T>0) satisfies the law of the iterated logarithm and also discuss the upper and lower class functions.