摘要
本文考察指标集为d维欧氏空间Rd的子集类c的Wiener过程W的样本轨道性质.在某些情形中,对0<an≤nd,an是不减的且an/nd是不增的假设下,求得函数Ψn使给出了Wiener测度在Rd的VC类的界,它也推广了Csorgo-Revesz关于Wiener过程增量的结果于这一一般情形.
Sample path behavior is studied for the Wiener processes W indexed by classes C of subsetsof the Borel δ-field of Rd. For 0<an ≤nd, an is nondecreasing and an/nd is nonmcreasing, afunction Ψn is found in some cases such that limsupn→∝sup{|W(C(n))|/Ψn:C(n)∈C,|C(n)|≤an}=1 a.s. This generalies the Csorgo-Revesz's increments results for a Wiener process.
出处
《应用概率统计》
CSCD
北大核心
1997年第1期87-91,共5页
Chinese Journal of Applied Probability and Statistics