Some Results about the Sample Path Properties of Markov Processes with Independent Self-Similar Components

作     者：WU Chuan-ju LIU Lu-qin 

作者机构：School of Mathematics and Statistics Wuhan University Wuhan 130072 Hubei China Department of Mathematics Wuhan University of Science and Technology Wuhan 430070 Hubei China 

出 版 物：《Wuhan University Journal of Natural Sciences》 (武汉大学学报（自然科学英文版）)

年 卷 期：2005年第10卷第6期

页      面：945-948页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：SupportedbytheNationalNaturalScienceFounda-tionofChina(10071058) 

主　　题：self-similar component operator self-similar process self-similar exponent 

摘      要：This paper considers a special class of operator self-similar processes Markov processes {X（t）, t≥0} with independent self-similar components, that is, X （ t ） =（X^1（t）,…,X^d（t））, where {X^i（t）,t≥0}, i=1,2,…,d are d independent real valued self-similar Markov processes. By means of Brel-Cantelli lemma, we give two results about asymptotic property as t→∞ of sample paths for two special classes of Markov processes with independent self-similar components.