Full Text:   <2277>

CLC number: O211

On-line Access: 

Received: 2001-04-28

Revision Accepted: 2001-12-30

Crosschecked: 0000-00-00

Cited: 0

Clicked: 4030

Citations:  Bibtex RefMan EndNote GB/T7714

-   Go to

Article info.
1. Reference List
Open peer comments

Journal of Zhejiang University SCIENCE A 2002 Vol.3 No.5 P.579-583

http://doi.org/10.1631/jzus.2002.0579


Some limsup results for increments of stable processes in random scenery


Author(s):  HUANG Wei

Affiliation(s):  Department of Mathematics, Zhejiang University, Hangzhou 310028, China

Corresponding email(s):   h_wei2002@163.com

Key Words:  Local time, Random walk in random scenery, Stable process in random scenery, Increments, Lag increments


Share this article to: More

HUANG Wei. Some limsup results for increments of stable processes in random scenery[J]. Journal of Zhejiang University Science A, 2002, 3(5): 579-583.

@article{title="Some limsup results for increments of stable processes in random scenery",
author="HUANG Wei",
journal="Journal of Zhejiang University Science A",
volume="3",
number="5",
pages="579-583",
year="2002",
publisher="Zhejiang University Press & Springer",
doi="10.1631/jzus.2002.0579"
}

%0 Journal Article
%T Some limsup results for increments of stable processes in random scenery
%A HUANG Wei
%J Journal of Zhejiang University SCIENCE A
%V 3
%N 5
%P 579-583
%@ 1869-1951
%D 2002
%I Zhejiang University Press & Springer
%DOI 10.1631/jzus.2002.0579

TY - JOUR
T1 - Some limsup results for increments of stable processes in random scenery
A1 - HUANG Wei
J0 - Journal of Zhejiang University Science A
VL - 3
IS - 5
SP - 579
EP - 583
%@ 1869-1951
Y1 - 2002
PB - Zhejiang University Press & Springer
ER -
DOI - 10.1631/jzus.2002.0579


Abstract: 
In this paper, we prove some limsup results for increments and lag increments of G(t), which is a stable processe in random scenery. The proofs rely on the tail probability estimation of G(t).

Darkslateblue:Affiliate; Royal Blue:Author; Turquoise:Article

Reference

[1] Csaki, E., Konig, W., Shi, Z., 1999. An embedding for the Kesten-Spitzer random walk in random scenery. Stochast. Process. Appl., 82:283-292.

[2] Csorgo, M., Revesz, P., 1981. Strong Approximations in Probability and Statistics. Akademiai Kiado, Budapest, p.24-35.

[3] Kesten, H., Spitzer, F., 1979. A limit theorem related to a new class of self-similar processes. Z. Wahrsch. Verew. Gebitte., 50:5-25.

[4] Khoshnevisan, D., Lewis, T.M., 1998. A law of the iterated logarithm for stable processes in random scenery. Stochast. Process. Appl.,74:89-121.

[5] Lin, Z.Y., Lu, C.R., 1992. Strong Limit Theorems. Kluwer Publishing Co. & Science Press, China, p.10-14.

[6] Revesz, R.,1990. Random Walk in Random and Non-Random Environments. World Scientific, Singapore, p.310-312.

[7] Zhang L.X., 2001a. The strong approximation for the Kesten-Spitzer random walk. Statist. Probab. Lett., 53: 21-26.

[8] Zhang, L.X., 2001b. The strong approximation for the general Kesten-Spitzer random walk in independent random secenery. Science in China, 44A:619-630.

Open peer comments: Debate/Discuss/Question/Opinion

<1>

Please provide your name, email address and a comment





Journal of Zhejiang University-SCIENCE, 38 Zheda Road, Hangzhou 310027, China
Tel: +86-571-87952783; E-mail: cjzhang@zju.edu.cn
Copyright © 2000 - 2024 Journal of Zhejiang University-SCIENCE