Journal of Zhejiang University SCIENCE
(ISSN 1009-3095, Monthly)
2002   Vol. 3   No. 5   p.579-583

Some limsup results for increments of stable processes in random scenery

HUANG Wei(黄炜)(Department of Mathematics, Zhejiang University, Hangzhou 310028, China)  

Abstract:In this paper, we prove some limsup results for increments and lag increments of G(t), which is a stable processe in random scenery. The proofs rely on the tail probability estimation of G(t).
Keywords:Local time, Random walk in random scenery, Stable process in random scenery, Increments, Lag increments.

CLC Number:O211  Document ID:A

Foundation Item:Project (No.10071072) supported by National Natural Science Foundation of China
Author Resume:HUANG Wei(黄炜),E-mail: h-wei2002@163.com

References:

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Manuscript Received:2001 April 28

Manuscript Revised:2001 Dec. 30

Published:2002 Dec. 1