正常返漂移布朗过程的角特征
ON THE WINDING OF POSITIVE RECURRENT DRIFTED BROWNIAN MOTIONS
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摘要: 在本文中,我们讨论了正常返带漂移的布朗运动的角特征的渐近行为,指出了存在两个常数c1,c2,使在弱收敛意义下,有\frac\varphi_tt \rightarrow c_1 \zeta+c_2(t \rightarrow \infty),这里ζ是一个哥西随机变量,并且当过程对称时c2=0。Abstract: In this paper, the asymptotic behavior of the winding of positive recurrent drifted BM is studied. It is proven that two constants c_1, c_2 can be specified such that \frac\varphi_tt \xrightarrow\text law c_1 \zeta+c_2 \quad(t \rightarrow \infty) where \zeta is a Cauchy variable, and c_2=0 when the process is symmetris.
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