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| SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES |
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Citation： |
WANG Wensheng,LIN Zhengyan.SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES[J].Chinese Annals of Mathematics B,2003,24(2):249~260 |
| Page view： 1180
Net amount： 797 |
Authors： |
WANG Wensheng; LIN Zhengyan |
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| Abstract： |
This paper obtains functional modulus of continuity and Strassen’s functional LIL of the
infinite series of independent Ornstein-Uhlenbeck processes, which also imply the Levy’s exact
modulus of continuity and LIL of this process respectively. |
Keywords： |
Ornstein-Uhlenbeck processes, Stationary Gaussian processes, Modulus
of continuity, Law of the iterated logarithm |
Classification： |
60F06, 60F15, 60F17, 60G15 |
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