MODERATE DEVIATIONS FOR THE BESSEL CLOCK

• 作 者: 王艳清 蒋辉
• 机 构: InformationSchool,CollegeofScience
• 出 处: 数学物理学报：B辑英文版
• 发表日期: 2010年5期
• 关键词: 中偏差 塞尔 时钟 VGT 平方 函数 Bessel process Brownian motion moderate deviations
• 基金项目: Research supported by the National Natural Science Foundation of China （10871153） and funded by the Revitalization Project of Zhongnan University of Economics and Law.

By the method of change measures,the moderate deviations for the Bessel clock t 0 ds X(ν) s is studied,where(X(ν) t,t≥ 0) is a squared Bessel process with index ν>0.The rate function can be given explicitly.Furthermore,the functional moderate deviation