随机停止贝塞尔过程的单侧极大不等式

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
C. Makasu
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引用次数: 0

摘要

摘要我们证明了维数随机停止贝塞尔过程的一个单侧极大不等式 = 1,我们得到了布朗运动的一个尖锐的Burkholder-Gundy不等式。文中还给出了该结果的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
One-sided maximal inequalities for a randomly stopped Bessel process
Abstract We prove a one-sided maximal inequality for a randomly stopped Bessel process of dimension For the special case when α = 1, we obtain a sharp Burkholder-Gundy inequality for Brownian motion as a consequence. An application of the present results is also given.
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来源期刊
CiteScore
1.40
自引率
12.50%
发文量
20
期刊介绍: The purpose of Sequential Analysis is to contribute to theoretical and applied aspects of sequential methodologies in all areas of statistical science. Published papers highlight the development of new and important sequential approaches. Interdisciplinary articles that emphasize the methodology of practical value to applied researchers and statistical consultants are highly encouraged. Papers that cover contemporary areas of applications including animal abundance, bioequivalence, communication science, computer simulations, data mining, directional data, disease mapping, environmental sampling, genome, imaging, microarrays, networking, parallel processing, pest management, sonar detection, spatial statistics, tracking, and engineering are deemed especially important. Of particular value are expository review articles that critically synthesize broad-based statistical issues. Papers on case-studies are also considered. All papers are refereed.
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