Asymptotic behaviors for partial sum processes of a Gaussian sequence

被引：5

作者：

Choi, YK ^{[1
]}

Hwang, KS

Kim, TS

Lin, ZY

Wang, WS

机构：

[1] Gyeongsang Natl Univ, Coll Nat Sci, Dept Math, Chinju 660701, South Korea

[2] Wonkwang Univ, Dept Math, Iksan 570749, South Korea

[3] Zhejiang Univ, Dept Math, Hangzhou 310028, Peoples R China

来源：

ACTA MATHEMATICA HUNGARICA | 2004年 / 103卷 / 1-2期

关键词：

stationary Gaussian sequence; large deviation probability; regularly varying function;

D O I：

10.1023/B:AMHU.0000028235.82111.cf

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We establish some large increment results for partial sum processes of a dependent stationary Gaussian sequence via estimating upper bounds of large deviation probabilities on suprema of the Gaussian sequence.

引用

页码：43 / 54

页数：12

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