Limit theorems for partial sum processes of a Gaussian sequence

被引:0
|
作者
Choi, YK [1 ]
Hwang, KS
Moon, HJ
Kim, TS
Baek, JI
机构
[1] Gyeongsang Natl Univ, Dept Math, Coll Nat Sci, Chinju 660701, South Korea
[2] Wonkwang Univ, Dept Math, Iksan 570749, South Korea
[3] Wonkwang Univ, Inst Basic Sci, Iksan 570749, South Korea
关键词
Gaussian sequence; large deviation probability; regularly varying function;
D O I
10.4134/JKMS.2004.41.6.1023
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we establish limsup and liminf theorems for the increments of partial sum processes of a dependent stationary Gaussian sequence.
引用
收藏
页码:1023 / 1034
页数:12
相关论文
共 50 条
  • [1] Asymptotic behaviors for partial sum processes of a Gaussian sequence
    Yong-Kab Choi
    Kyo-Shin Hwang
    Tae-Sung Kim
    Zhengyan Wensheng Lin Wang
    [J]. Acta Mathematica Hungarica, 2004, 103 : 43 - 54
  • [2] Asymptotic behaviors for partial sum processes of a Gaussian sequence
    Choi, YK
    Hwang, KS
    Kim, TS
    Lin, ZY
    Wang, WS
    [J]. ACTA MATHEMATICA HUNGARICA, 2004, 103 (1-2) : 43 - 54
  • [3] Liminf results for partial sum processes of a stationary Gaussian sequence
    Hwang, KS
    Choi, YK
    [J]. STOCHASTIC ANALYSIS AND APPLICATIONS, VOL 3, 2003, : 37 - 47
  • [4] LIMIT THEOREMS FOR STATIONARY GAUSSIAN PROCESSES
    RYZHOV, YM
    [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (01): : 132 - &
  • [5] Gaussian limit theorems for diffusion processes and an application
    Conlon, JC
    Song, RM
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1999, 81 (01) : 103 - 128
  • [6] Limit theorems for a quadratic variation of Gaussian processes
    Malukas, Raimondas
    [J]. NONLINEAR ANALYSIS-MODELLING AND CONTROL, 2011, 16 (04): : 435 - 452
  • [7] ON LIMIT-THEOREMS FOR GAUSSIAN-PROCESSES
    LAMPERTI, J
    [J]. ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01): : 304 - 310
  • [8] Limit theorems for the partial sum in Engel continued fractions
    Wang, Zhiyong
    Zou, Ruibiao
    Zhu, Dongdong
    Shen, Luming
    [J]. CEIS 2011, 2011, 15
  • [9] LIMIT-THEOREMS FOR MAXIMA AND CROSSINGS OF A SEQUENCE OF GAUSSIAN-PROCESSES AND APPROXIMATION OF RANDOM-PROCESSES
    SELEZNJEV, OV
    [J]. JOURNAL OF APPLIED PROBABILITY, 1991, 28 (01) : 17 - 32
  • [10] Limit theorems for functionals of two independent Gaussian processes
    Song, Jian
    Xu, Fangjun
    Yu, Qian
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 129 (11) : 4791 - 4836