Abstract
This paper considers a special class of operator self-similar processes Markov processes {X(t),t≥0} with independent self-similar components, that is,X(t)=(X 1(t),…,X d(t)), where {X i(t),t≥0},i=1,2,…,d ared independent real valued self-similar Markov processes. By means of Borel-Cantelli lemma, we give two results about asymptotic property ast→∞ of sample paths for two special classes of Markov processes with independent self-similar components.
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Foundation item: Supported by the National Natural Science Foundation of China (10071058)
Biography: Wu Chuan-ju(1974-), female, Ph.D. candidate, research direction: theory and application of stochastic processes.
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Chuan-ju, W., Lu-qin, L. Some results about the sample path properties of Markov processes with independent self-similar components. Wuhan Univ. J. Nat. Sci. 10, 945–948 (2005). https://doi.org/10.1007/BF02832444
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DOI: https://doi.org/10.1007/BF02832444