OU过程无穷级数在L2-模下的重对数律与Chung-重对数律

THE LIL AND THE CHUNG-LIL FOR INFINITE SERIES OF INDEPENDENT OU PROCESSES UNDERL2-NORM

  • 摘要: 设Xk(t),-∞<t<∞k=1∞为列相互独立的ornstein-uhlenbeoh过程,X(t)=\sum_k=1^\infty X_k(t),-\inftyX(t),-∞<t<∞在L2-模下的极限性质,得到了与Wiener过程相似的重对数律与Chung-重对数律。

     

    Abstract: Let Xk(t),-∞<t<∞k=1∞ be a sequence of independent Ornetein-Uhlenbechprocesses, X(t)=\sum_k=1^\infty X_k(t),-\inftyX(t),-∞<t<∞ under L2-Norm, respectively.

     

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