Some Results on Increments of the Wiener Process
نویسنده
چکیده
Let λ(T,aT ,α) = { 2aT [ log T aT + α log log T + (1− α) log log aT ]}− 2 where 0 ≤ α ≤ 1 and {W (t), t ≥ 0} be a standard Wiener process. This paper studies the almost sure limiting behaviour of sup 0≤t≤T−aT λ(T,aT ,α)|W (t+aT )−W (t)| as T −→∞ under varying conditions on aT and T aT .
منابع مشابه
Some results on vertex-edge Wiener polynomials and indices of graphs
The vertex-edge Wiener polynomials of a simple connected graph are defined based on the distances between vertices and edges of that graph. The first derivative of these polynomials at one are called the vertex-edge Wiener indices. In this paper, we express some basic properties of the first and second vertex-edge Wiener polynomials of simple connected graphs and compare the first and second ve...
متن کاملSome New Results On the Hosoya Polynomial of Graph Operations
The Wiener index is a graph invariant that has found extensive application in chemistry. In addition to that a generating function, which was called the Wiener polynomial, who’s derivate is a q-analog of the Wiener index was defined. In an article, Sagan, Yeh and Zhang in [The Wiener Polynomial of a graph, Int. J. Quantun Chem., 60 (1996), 959969] attained what graph operations do to the Wiene...
متن کاملBipower variation for Gaussian processes with stationary increments
Convergence in probability and central limit laws of bipower variation for Gaussian processes with stationary increments and for integrals with respect to such processes are derived. The main tools of the proofs are some recent powerful techniques of Wiener/Itô/Malliavin calculus for establishing limit laws, due to Nualart, Peccati and others.
متن کاملGibbs Measures for Self-interacting Wiener Paths
In this note we study a class of specifications over d-dimensional Wiener measure which are invariant under uniform translation of the paths. This degeneracy is removed by restricting the measure to the σ-algebra generated by the increments of the coordinate process. We address the problem of existence and uniqueness of Gibbs measures and prove a central limit theorem for the rescaled increment...
متن کاملOn the reliability wiener number
One of the generalizations of the Wiener number to weighted graphs is to assign probabilities to edges, meaning that in nonstatic conditions the edge is present only with some probability. The Reliability Wiener number is defined as the sum of reliabilities among pairs of vertices, where the reliability of a pair is the reliability of the most reliable path. Closed expressions are derived for t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005