| 摘要: |
| 本文研究了Brown运动的泛函极限问题.利用Brown运动在Hölder范数下关于容度的大偏差与小偏差,获得了Brown运动在Hölder范数下的Strassen型重对数律的拟必然收敛速率,推广了文[2]中的结果. |
| 关键词: Brown运动 拟必然收敛速率 Hölder范数 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:广西教育厅高校科研基金资助(YB2014117);桂林电子科技大学科研基金资助(LD14052B);广西财经学院数量经济学自治区级重点实验室资助(2015ZDKT06) |
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| THE RATE OF QUASI SURE CONVERGENCE OF STRASSEN'S TYPE FUNCTIONAL LAW OF THE ITERATED LOGARITHM FOR A BROWNIAN MOTION IN HOLDER NORM |
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LI Xie-rui1, LIU Yong-hong2
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1.School of Information and Statistics, Guangxi University of Finance and Economics, Nanning 530003, China;2.School of Mathematics and Computing Science, Guilin University of Electronic Technology, Guilin 541004, China
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| Abstract: |
| In this paper, limit question of Brownian motion is investigated. By using large and small deviations for Brownian motion in the Hölder norm with respect to Cr,p-capacity, the quasi sure convergence rate of Strassen's type functional law of the iterated logarithm for Brownian motion in Hölder norm with respect to Cr,p-capacity is derived, which generalizes the result in[2]. |
| Key words: Brownian motion quasi sure rate of convergence Hölder norm |
