MODERATE DEVIATIONS FOR THE BESSEL CLOCK

By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained....

Full description

Saved in:
Bibliographic Details
Published in:Acta mathematica scientia 2010-09, Vol.30 (5), p.1605-1613
Main Author: 王艳清 蒋辉
Format: Article
Language:English
Subjects:
60F15
Bessel process
Brownian motion
Clocks
Deviation
Mathematical analysis
moderate deviations
vgt
中偏差
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites cdi_FETCH-LOGICAL-c350t-aeadcad84049c6c273147f48f217a5c3cdc1dd4be671a94c0fd7a68b0c9a73f23
container_end_page 1613
container_issue 5
container_start_page 1605
container_title Acta mathematica scientia
container_volume 30
creator 王艳清 蒋辉
description By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.
doi_str_mv 10.1016/S0252-9602(10)60153-1
format article
fullrecord <record><control><sourceid>wanfang_jour_proqu</sourceid><recordid>TN_cdi_wanfang_journals_sxwlxb_e201005023</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><cqvip_id>35375299</cqvip_id><wanfj_id>sxwlxb_e201005023</wanfj_id><els_id>S0252960210601531</els_id><sourcerecordid>sxwlxb_e201005023</sourcerecordid><originalsourceid>FETCH-LOGICAL-c350t-aeadcad84049c6c273147f48f217a5c3cdc1dd4be671a94c0fd7a68b0c9a73f23</originalsourceid><addsrcrecordid>eNqFkE9PwkAUxDdGExH9CCaNF-FQfbvb7bYng6UIEW1Cq9fNst1isbbQBcFvb_kTr55eMvnNTN4gdI3hDgN272MgjNi-C6SDoesCZtTGJ6iFGW9k8Pgpav0h5-jCmDk0PuI6LdR5ifrhpJeEVj98H_WSUfQaW4NoYiXD0HoM4zgcW8E4Cp4v0VkmC6OvjreN3gZhEgztcfQ0CnpjW1EGK1tqmSqZeg44vnIV4RQ7PHO8jGAumaIqVThNnal2OZa-oyBLuXS9KShfcpoR2kbdQ-5GlpksZ2JereuyaRRmuym2U6EJYAAGhDbs7YFd1NVyrc1KfOVG6aKQpa7WRniMuR4B5jUkO5CqroypdSYWdf4l6x-BQexGFPsRxW6hnbQfUeDG93Dw6ebl71zXwqhcl0qnea3VSqRV_m_CzbH5oypny7z5aCrVZ5YXWlBGOSO-T38BR3V_DA</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>855682058</pqid></control><display><type>article</type><title>MODERATE DEVIATIONS FOR THE BESSEL CLOCK</title><source>ScienceDirect Journals</source><creator>王艳清 蒋辉</creator><creatorcontrib>王艳清 蒋辉</creatorcontrib><description>By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.</description><identifier>ISSN: 0252-9602</identifier><identifier>EISSN: 1572-9087</identifier><identifier>DOI: 10.1016/S0252-9602(10)60153-1</identifier><language>eng</language><publisher>Elsevier Ltd</publisher><subject>60F15 ; Bessel process ; Brownian motion ; Clocks ; Deviation ; Mathematical analysis ; moderate deviations ; vgt ; 中偏差</subject><ispartof>Acta mathematica scientia, 2010-09, Vol.30 (5), p.1605-1613</ispartof><rights>2010 Wuhan Institute of Physics and Mathematics</rights><rights>Copyright © Wanfang Data Co. Ltd. All Rights Reserved.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c350t-aeadcad84049c6c273147f48f217a5c3cdc1dd4be671a94c0fd7a68b0c9a73f23</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Uhttp://image.cqvip.com/vip1000/qk/86464X/86464X.jpg</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids></links><search><creatorcontrib>王艳清 蒋辉</creatorcontrib><title>MODERATE DEVIATIONS FOR THE BESSEL CLOCK</title><title>Acta mathematica scientia</title><addtitle>Acta Mathematica Scientia</addtitle><description>By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.</description><subject>60F15</subject><subject>Bessel process</subject><subject>Brownian motion</subject><subject>Clocks</subject><subject>Deviation</subject><subject>Mathematical analysis</subject><subject>moderate deviations</subject><subject>vgt</subject><subject>中偏差</subject><issn>0252-9602</issn><issn>1572-9087</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2010</creationdate><recordtype>article</recordtype><recordid>eNqFkE9PwkAUxDdGExH9CCaNF-FQfbvb7bYng6UIEW1Cq9fNst1isbbQBcFvb_kTr55eMvnNTN4gdI3hDgN272MgjNi-C6SDoesCZtTGJ6iFGW9k8Pgpav0h5-jCmDk0PuI6LdR5ifrhpJeEVj98H_WSUfQaW4NoYiXD0HoM4zgcW8E4Cp4v0VkmC6OvjreN3gZhEgztcfQ0CnpjW1EGK1tqmSqZeg44vnIV4RQ7PHO8jGAumaIqVThNnal2OZa-oyBLuXS9KShfcpoR2kbdQ-5GlpksZ2JereuyaRRmuym2U6EJYAAGhDbs7YFd1NVyrc1KfOVG6aKQpa7WRniMuR4B5jUkO5CqroypdSYWdf4l6x-BQexGFPsRxW6hnbQfUeDG93Dw6ebl71zXwqhcl0qnea3VSqRV_m_CzbH5oypny7z5aCrVZ5YXWlBGOSO-T38BR3V_DA</recordid><startdate>20100901</startdate><enddate>20100901</enddate><creator>王艳清 蒋辉</creator><general>Elsevier Ltd</general><general>Information School,Zhongnan University of Economics and Law,Wuhan 430073,China%College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China</general><scope>2RA</scope><scope>92L</scope><scope>CQIGP</scope><scope>~WA</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>JQ2</scope><scope>KR7</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>2B.</scope><scope>4A8</scope><scope>92I</scope><scope>93N</scope><scope>PSX</scope><scope>TCJ</scope></search><sort><creationdate>20100901</creationdate><title>MODERATE DEVIATIONS FOR THE BESSEL CLOCK</title><author>王艳清 蒋辉</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c350t-aeadcad84049c6c273147f48f217a5c3cdc1dd4be671a94c0fd7a68b0c9a73f23</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2010</creationdate><topic>60F15</topic><topic>Bessel process</topic><topic>Brownian motion</topic><topic>Clocks</topic><topic>Deviation</topic><topic>Mathematical analysis</topic><topic>moderate deviations</topic><topic>vgt</topic><topic>中偏差</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>王艳清 蒋辉</creatorcontrib><collection>维普_期刊</collection><collection>中文科技期刊数据库-CALIS站点</collection><collection>维普中文期刊数据库</collection><collection>中文科技期刊数据库- 镜像站点</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Mechanical &amp; Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Civil Engineering Abstracts</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts – Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>Wanfang Data Journals - Hong Kong</collection><collection>WANFANG Data Centre</collection><collection>Wanfang Data Journals</collection><collection>万方数据期刊 - 香港版</collection><collection>China Online Journals (COJ)</collection><collection>China Online Journals (COJ)</collection><jtitle>Acta mathematica scientia</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>王艳清 蒋辉</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>MODERATE DEVIATIONS FOR THE BESSEL CLOCK</atitle><jtitle>Acta mathematica scientia</jtitle><addtitle>Acta Mathematica Scientia</addtitle><date>2010-09-01</date><risdate>2010</risdate><volume>30</volume><issue>5</issue><spage>1605</spage><epage>1613</epage><pages>1605-1613</pages><issn>0252-9602</issn><eissn>1572-9087</eissn><abstract>By the method of change measures, the moderate deviations for the Bessel clock ∫t0ds/xs（v） is studied, where （Xt（v）, t ≥0） is a squared Bessel process with index v 〉 0. Xs The rate function can be given explicitly. Furthermore, the functional moderate deviations for the Bessel clock are obtained.</abstract><pub>Elsevier Ltd</pub><doi>10.1016/S0252-9602(10)60153-1</doi><tpages>9</tpages></addata></record>
fulltext fulltext
identifier ISSN: 0252-9602
ispartof Acta mathematica scientia, 2010-09, Vol.30 (5), p.1605-1613
issn 0252-9602
1572-9087
language eng
recordid cdi_wanfang_journals_sxwlxb_e201005023
source ScienceDirect Journals
subjects 60F15
Bessel process
Brownian motion
Clocks
Deviation
Mathematical analysis
moderate deviations
vgt
中偏差
title MODERATE DEVIATIONS FOR THE BESSEL CLOCK
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-08T04%3A43%3A02IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-wanfang_jour_proqu&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=MODERATE%20DEVIATIONS%20FOR%20THE%20BESSEL%20CLOCK&rft.jtitle=Acta%20mathematica%20scientia&rft.au=%E7%8E%8B%E8%89%B3%E6%B8%85%20%E8%92%8B%E8%BE%89&rft.date=2010-09-01&rft.volume=30&rft.issue=5&rft.spage=1605&rft.epage=1613&rft.pages=1605-1613&rft.issn=0252-9602&rft.eissn=1572-9087&rft_id=info:doi/10.1016/S0252-9602(10)60153-1&rft_dat=%3Cwanfang_jour_proqu%3Esxwlxb_e201005023%3C/wanfang_jour_proqu%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c350t-aeadcad84049c6c273147f48f217a5c3cdc1dd4be671a94c0fd7a68b0c9a73f23%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_pqid=855682058&rft_id=info:pmid/&rft_cqvip_id=35375299&rft_wanfj_id=sxwlxb_e201005023&rfr_iscdi=true