Brown运动增量的部分泛函极限的收敛速率.pdf

摘要 摘 要 Brown 运动的极限定理(Limit Theorem of Brownian Motion)是概率论极限理论的 一个重要分支，对 Brown 运动以及与 Brown 运动相关随机过程轨道的性质的研究是 一个广泛研究的课题.本文目的是研究Brown 运动与Brown 运动的增量在一定条件下 的极限定理，推广了前人的一些主要结果.本文的研究内容组织如下： 第一章为绪论，介绍了 Brown 运动的有关发展历史及已有的研究结果. 第二章为预备知识，介绍了一些记号与基本概念. 第三章至第五章为本文研究的主要结果.在第三章，我们研究了 Brown 运动增量 在 Hölder 范数下局部泛函极限的收敛速率.第四章，研究了 Brown 运动在 Hölder 范 数下的拟必然局部 Strassen 重对数律.第五章，研究了 Brown 运动在 Hölder 范数下拟 必然 Strassen 重对数律的收敛速率. 第六章，对本文工作总结及展望. 关键词：Brown 运动；Hölder 范数；容度；收敛速率；Strassen 重对数律 I Abstract Abstract Limit Theorem of Brownian motion is an important branch of Probability Limit Theorem. The topic on the path properties of Brownian motion and its relative stochastic process is widely researched. The purpose of this paper is to study Limit Theorem of Brownian motion and increments of a Brownian motion under certain conditions. Some important results of predecessors are extended and improved. The content of this paper is organized as follows: The first chapter is an introduction which presents the development history and the existing research results of Brownian movement. The second chapter is preliminary knowledge which introduces signs and some basic concepts. The main results can be seen from chapter three to chapter five. The third chapter studies the local convergence rate in the functional Limit Theorem for increments of a Brownian motion in Hölder norm. The forth chapter discusses a quasi sure local Strassen’s law of iterated logarithm for Brownian motion in the Hölder norm. The fifth chapter considers the local convergence rate of quasi sure local Strassen’s law of iterated logarithm