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

共 50 条

[21] ASYMPTOTIC PROPERTIES OF GAUSSIAN PROCESSES
QUALLS, C
WATANABE, H
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (02): : 580 - +
[22] ASYMPTOTIC PROPERTIES OF GAUSSIAN PROCESSES
QUALLS, CR
WATANABE, H
[J]. NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1971, 18 (03): : 532 - &
[23] Asymptotic Behavior of Point Processes of Exceeding the High Levels of Gaussian Stationary Sequence
Piterbarg, V. I.
[J]. MOSCOW UNIVERSITY MATHEMATICS BULLETIN, 2023, 78 (06) : 291 - 297
[24] Asymptotic Behavior of Point Processes of Exceeding the High Levels of Gaussian Stationary Sequence
V. I. Piterbarg
[J]. Moscow University Mathematics Bulletin, 2023, 78 : 291 - 297
[25] Gaussian asymptotic properties of the sum-of-digits function
Dumont, JM
Thomas, A
[J]. JOURNAL OF NUMBER THEORY, 1997, 62 (01) : 19 - 38
[26] An asymptotic formula for a sum of the number of Gaussian numbers divisors
Guediri, H
[J]. VESTNIK MOSKOVSKOGO UNIVERSITETA SERIYA 1 MATEMATIKA MEKHANIKA, 1997, (04): : 7 - 11
[27] ASYMPTOTIC MAXIMA OF CONTINUOUS GAUSSIAN PROCESSES
MARCUS, MB
[J]. NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1973, 20 (03): : A398 - A398
[28] ASYMPTOTIC MAXIMA OF CONTINUOUS GAUSSIAN PROCESSES
MARCUS, MB
[J]. ANNALS OF PROBABILITY, 1974, 2 (04): : 702 - 713
[29] AN ASYMPTOTIC PROPERTY OF GAUSSIAN STATIONARY PROCESSES
WATANABE, H
[J]. PROCEEDINGS OF THE JAPAN ACADEMY, 1968, 44 (09): : 895 - &
[30] Asymptotic behaviors for the increments of Gaussian random fields
Choi, YK
[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2000, 246 (02) : 557 - 575

← 1 2 3 4 5 →