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On partial sums of a gaussian sequence with stationary increments

 

作者: U Jin Choi,   Yong Kab Choi,   Byung Soo Lee,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1998）
卷期: Volume 16, issue 5  

页码: 825-842

 

ISSN:0736-2994

 

年代: 1998

 

DOI:10.1080/07362999808809564

 

出版商: Marcel Dekker, Inc.

 

关键词: Stationary Gaussian Sequence;Regularly Varying Function;Correlation Function

 

数据来源: Taylor

 

摘要:

We establish large increment properties for a Gaussian sequence with stationary increments under global conditions. Limit theorems for partial sums of the sequence with nonpositive correlation functions or the correlation functions on their speed of convergence to zero are proved via estimating a probability inequality on the supremum of Gaussian processes

 

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