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arXiv 0704.3519math.PR
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齐次布朗泛函的Chung定律

Chung's law for homogeneous Brownian functionals

Aimé Lachal, Thomas Simon

摘要:

考虑线性布朗运动的齐次波动泛函$X$从有限区间$[-a,b]$的第一个退出时间$T_{a,b}$。我们证明了存在一个有限的正常数$\k$,使$$\lim_{t\to\infty}t^{-1}\log \p[ T_{ab} > t] = -\k.$$按照钟的原始方法,我们推导出“limif”的法律重对数的两侧上确界的$X$。这推广了Khoshnevisan和Shi的一个结果,并给出了一个新的观点。

英文摘要:

Consider the first exit time $T_{a,b}$ from a finite interval $[-a,b]$ for an homogeneous fluctuating functional $X$ of a linear Brownian motion. We show the existence of a finite positive constant $\k$ such that $$\lim_{t\to\infty}t^{-1}\log \p[ T_{ab} > t] = -\k.$$ Following Chung's original approach, we deduce a "liminf" law of the iterated logarithm for the two-sided supremum of $X$. This extends and gives a new point of view on a result of Khoshnevisan and Shi.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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