| Some Results about the Sample Path Properties of Markov Processes with Independent Self-Similar Components |
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| 作者姓名： | WU Chuan-ju LIU Lu-qin |
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| 作者单位： | [1]School of Mathematics and Statistics, Wuhan University, Wuhan ,130072, Hubei, China [2]Department of Mathematics, Wuhan University of Science and Technology, Wuhan 430070, Hubei, China |
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| 基金项目： | Supported by the National Natural Science Foundation of China （10071058） |
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| 摘 要： | This paper considers a special class of operator self-similar processes Markov processes {X（t）, t≥0} with independent self-similar components, that is, X （ t ） =（X^1（t）,…,X^d（t））, where {X^i（t）,t≥0}, i=1,2,…,d are d independent real valued self-similar Markov processes. By means of Brel-Cantelli lemma, we give two results about asymptotic property as t→∞ of sample paths for two special classes of Markov processes with independent self-similar components.
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| 关 键 词： | Markov过程 自相似成分 真值 自相似指数 渐进线 |
| 文章编号： | 1007-1202（2005）06-0945-04 |
| 收稿时间： | 2004-11-08 |
Some results about the sample path properties of Markov processes with independent self-similar components |
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| WU Chuan-ju LIU Lu-qin.Some Results about the Sample Path Properties of Markov Processes with Independent Self-Similar Components[J].Wuhan University Journal of Natural Sciences,2005,10(6):945-948. |
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| Authors: | Wu Chuan-ju Liu Lu-qin |
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| Institution: | (1) School of Mathematics and Statistics, Wuhan University, 430072 Wuhan, Hubei, China;(2) Department of Mathematics, Wuhan University of Science and Technology, 430070 Wuhan, Hubei, China |
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| Abstract: | This paper considers a special class of operator self-similar processes Markov processes {X(t),t≥0} with independent self-similar components, that is,X(t)=(X
1(t),…,X
d(t)), where {X
i(t),t≥0},i=1,2,…,d ared independent real valued self-similar Markov processes. By means of Borel-Cantelli lemma, we give two results about asymptotic
property ast→∞ of sample paths for two special classes of Markov processes with independent self-similar components.
Foundation item: Supported by the National Natural Science Foundation of China (10071058)
Biography: Wu Chuan-ju(1974-), female, Ph.D. candidate, research direction: theory and application of stochastic processes. |
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| Keywords: | self-similar component operator self-similar process self-similar exponent |
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