On two ergodic properties of self-similar processes

被引：3
|
作者：
Csáki, E [1 ]
Földes, A [1 ]
机构：
[1] Hungarian Acad Sci, Inst Math, H-1364 Budapest, Hungary
来源：
ASYMPTOTIC METHODS IN PROBABILITY AND STATISTICS: A VOLUME IN HONOUR OF MIKLOS CSORGO | 1998年
关键词：
D O I：
10.1016/B978-044450083-0/50007-1
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We discuss the almost sure convergence of the logarithmic average of f(X(t)/t(alpha)), where X(t) is a self-similar process. We prove the existence of a universal exceptional set of measure zero under some conditions. A ratio ergodic property of iterated Brownian motion is also given.
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页码：97 / 111
页数：15
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