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Theorem Of The Modulus Of Continuity Of Levy Under The Condition Of Weighted Sum That Averages Interval Segments

Posted on:2007-05-13Degree:MasterType:Thesis
Country:ChinaCandidate:B WangFull Text:PDF
GTID:2120360185984735Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The paper extent the modulus of continuity to the condition of weighted sum that averages interval segments about normal wiener process and obtain theorem of the modulus of continuity of levy under the condition of weighted sum that averagesinterval segments about normal wiener process.It contains three chapters.Chapter 1 is a preface.In this, the synopsis ground introduced the Wiener process conduct and actions random importance in the process of a type, it and the close contact of other academicses is some to have already obtain with concerning this process of important result, and have relation with this thesis of some works.Chapter 2 for prepare knowledge.Give first in this this thesis wants to use ofsome marks and the Wiener process [t,s] up of add the definition that the powerline combine.Give secondly this thesis is in the certificate the conclusion want to use of some lead a reason and set question importantly.Chapter 3 proves for the theorem .At this in, we prove theorem of the modulus of continuity of levy under the condition of weighted sum that averagesinterval segments about normal wiener process, discuss that define in chapter 2 under of the Wiener process Be adding the power line to combine under of increase quantity have much small.The conclusion of this thesis is to cultural heritage[the important theorem 1.2.1 of the expansion and the innovation.Finally, in the Wiener process of increase the property of the quantity is the foundation that studies a heavy logarithms of the Wiener process.The therefore textual conclusion carries on a more thorough research to do a lot of good to the sample property of the Wiener process.
Keywords/Search Tags:The Wiener process, increase quantity, c the modulus of continuity of levy, B-C lemma, independent mutually
PDF Full Text Request
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