多维布朗运动几个极限定理.pdfVIP

36 1 Vol.36, No. 1 1993 1 ACTA MATHEMATICA SINICA Jan., 1993 *1 DB uoi (LSSBL 310028)
 f d(≥ 3)  Cc LdnI a.s. q  p HM UG fkHS hQEf P rH Nzgw j QEfC c LanIH    O Cc LX Je Nzg {W (t), 0 ≤ t ∞} d rh | · | Rd nYyHfv t d = 1, 2 {W (t), 0 ≤ t ∞} eN d ≥ 3 eN P (limt→∞ |W (t)| = ∞) = 1(umN). pl [1] yW Tc [1] OFwqBJ d ≥ 3 rhY vifvJAJ A d ppBaW XChj d ≥ 3 M 1 ϕ(t) l (0, ∞) rZKn i) ∞ dt d−2 ∞ 1 t [ϕ(t)] ϕ(T ) √ lim inf |W (t)| = ∞ a.s. (1) T →∞ t≥T T ii) ∞ dt d−2 = ∞ 1 t [ϕ(t)] ϕ(T ) √ lim inf |W (t)| = 0 a.s. (2) T →∞ t≥T T w 1 zUXC 1 bZ 0, 1+ (log T ) d−2 √ lim inf |W (t)| = ∞ a.s. (3) T →∞ t≥T T *1991 m 3  18 txF 1 A yV KZ WRYTv sb W   l 54 R R 36 g 1 (log T ) d−2 √ lim inf |W (t)| = 0 a.s. (4) T →∞ t≥T T 1, XC 2