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Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering)  2002, Vol. 3 Issue (5): 579-583    DOI: 10.1631/jzus.2002.0579
Physics, Mathematics and Earth Science     
Some limsup results for increments of stable processes in random scenery
HUANG Wei
Department of Mathematics, Zhejiang University, Hangzhou 310028, China
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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).

Key wordsLocal time      Random walk in random scenery      Stable process in random scenery      Increments      Lag increments     
Received: 28 April 2001     
CLC:  O211  
Cite this article:

HUANG Wei. Some limsup results for increments of stable processes in random scenery. Journal of Zhejiang University-SCIENCE A (Applied Physics & Engineering), 2002, 3(5): 579-583.

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http://www.zjujournals.com/xueshu/zjus-a/10.1631/jzus.2002.0579     OR     http://www.zjujournals.com/xueshu/zjus-a/Y2002/V3/I5/579

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