Journal of the Korean Statistical Society

  • 제28권1호
  • /
  • Pages.1-19
  • /
  • 1999
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Some Limit Theorems for Fractional Levy Brownian Motions on Rectangles in the Plane

  • Hwang, Kyo-Shin (Department of Mathematics, Gyeongsang National University) ;
  • Kang, Soon-Bok (Department of Mathematics, Gyeongsang National University) ;
  • Park, Yong-Kab (Department of Mathematics, Gyeongsang National University) ;
  • Jeon, Tae-Il (Department of Mathematics, Tae Jeon University) ;
  • Oh, Ho-Seh (Department of Vehicles and Machinery, Kyung Nam Junior College)
  • 발행 : 1999.03.01
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초록

In this paper we establish some limit theorems for a two-parameter fractional Levy Brownian motion on rectangles in the Euclidean plane via estimating upper bounds of large deviation probabilities on suprema of the two-parameter fractional Levy Brownian motion.

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참고문헌

  1. Strong Approxiamtions in Probability and Statistics Csoro, M.;Reveesz, P
  2. C. R. Acad. Sci. Paris, t v.258 no.22 juin 1964 Fernique, X
  3. Extremes and Related Properties of Random Sequences and Processes Leadbetter, M.R.;Lindgren, G.;Rootzen, H
  4. Strong Limit Theorems Lin, Z.;Lu, C