본문 바로가기
KERD
논문KCI 등재

Limit theorems for partial sum processes of a Gaussian sequence

2

조회

0

다운로드

0

인용

0

참고문헌

키워드

주제분류수학

초록

In this paper we establish limsup and liminf theorems for the increments of partial sum processes of a dependent stationary Gaussian sequence.

Abstract

In this paper we establish limsup and liminf theorems for the increments of partial sum processes of a dependent stationary Gaussian sequence.

참고문헌 (20)

  1. S. A. Book, "On large intervals in the Cs¨org˝o-R´ev´esz theoremon increments of a Wiener process", pp.111~ (1978)
  2. Y. K. Choi, "Erd¨os-R´enyi-type laws applied to Gaussian processes", 31 1 (1991)
  3. Y. K. Choi, "Asymptoticbehaviors for partial sum processes of a Gaussian sequence", 103(1-2), pp.43~54 (2004)
  4. E. Cs´aki, "Almost sure limit theorems for the maximumof stationary Gaussian sequences", 58, pp.195~203 (2002)
  5. M. Cs¨org˝o, "A glimpse of P´al Erd¨oss impact on probability and statistics", 30(4) (2002)
  6. M. Cs¨org˝o a n d P . R ´ev´esz, "Strong Approximations in Probability and Statistics" (1981), Academic Press
  7. M. Cs¨org˝o, "Improved Erd¨os-R´enyi and strong approximationlaws for increments of partial sums", 9 6 (1981)
  8. P. Deheuvels, "Exact convergence rates in strong approxima-tion laws for large increments of partial sums" (1987)
  9. A. N. Frolov, "On one-sided strong laws for large increments of sums", 37, pp.155~165 (1998)
  10. "Darling-Erd¨os-type theorems for sums of Gaussianvariables with long-range dependence", 63, pp.117~137 (1996)
  11. "Maxima of increments of partial sums forcertain subexponential distributions", 86, pp.307~322 (2000)
  12. "A normal comparison inequality and its applications", 122, pp.494~508 (2002)
  13. "Path properties of Gaussian processes" (2001)
  14. Series A, "On Cs¨org˝o-R´ev´eszs increments of sums of non-i.i.d. random variables" (1987)
  15. "On increments of sums of independent non-identicaly distributed ran-dom variables" (1988)
  16. "Some limit theorems on the incrementsof a multi-parameter fractional Brownian motion", 19(4), pp.499~517 (2001)
  17. "On the limiting behaviors of increments of sums ofrandom variables without moment conditions", (3) (1993)
  18. "On the increments of partial sum processes with multidimensionalindices", pp.5970~ (1983)
  19. "Improved Erd¨os-R´enyi and strong approximation laws for incrementsof renewal processes", 14(2) (1986)
  20. "Self-normalized lag increments of partial sums", 58, pp.41~51 (2002)

관련 논문AI추천

이 간행물의 다른 논문 (16건)