The law of the iterated logarithm and upper-lower class tests for partial sums of stationary Gaussian sequences

DOI10.1214/AOP/1176995425zbMath0403.60032OpenAlexW2035107579MaRDI QIDQ1256254

William Stout, Tze Leung Lai

Publication date: 1978

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995425

zbMATH Keywords

Law of the Iterated LogarithmStationary Gaussian SequencesGeometric SubsequencesPartial SumsUpper-Lower Class Tests

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (10)

The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences ⋮ Bounded laws of the iterated logarithm for quadratic forms in Gaussian random variables ⋮ Lacunary systems and generalized linear processes ⋮ Classes Inférieures de suites gaussiennes asymptotiquement indépendantes ⋮ Extreme value distribution for normalized sums from stationary Gaussian sequences ⋮ Invariance principles for Gaussian sequences ⋮ Limit theorems for sums of dependent random variables ⋮ Limit theorems for sums of dependent random variables ⋮ Upper and lower classes for triangular arrays ⋮ One-sided theorems on the law of the iterated logarithm without the independence assumption

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