具有平稳增量的自相似过程的边缘分布

设X={(Xt),t≥0}是指数H（＞0）型的具有平稳增量的自相似过程，论文给出了X1的边缘分布的一些结果。对于H≠1,log^ X1的压缩函数有一个只依赖于H的界；对H＞0，X1除了一些平凡的情形外是非原子的；而对H＞1，X1的尾分布的下界也给出了；文章的最后对X1的支撑的连通性给予了讨论，并给出了一些结果。

On Marginal Distribution of Self-similar Processes with Stationary Increments

Let {}0 ),(=tXXt be a real-Valued stochastic process which is self-similar with parameter 0>H and has stationary increments. Sevaral results about the marginal distribution of 1X are given. For 1H, there is a bound depending only on H, on the concentration function of +1logX. For all 0>H, 1X cannot have any atoms except in certain trivial cases. Some lower bounds are given for the tails of the distribution of 1X in case 1>H, Finally, some results are given concerning the connectedness of the support of 1X.