A Law of Iterated Logarithm for Stationary Gaussian Processes

DOI10.2307/1996628MaRDI QIDQ5180633zbMATH OpenOpenAlexFDO

Authors Pramod K. Pathak, Clifford Qualls

Publication date 1973

Full work available at URL https://doi.org/10.2307/1996628

Mathematics Subject Classification ID

Large deviations (60F10) Zero-one laws (60F20) Stationary stochastic processes (60G10) Gaussian processes (60G15) Sample path properties (60G17)

Cites work

• A Law of Iterated Logarithm for Stationary Gaussian Processes
• An Asymptotic 0-1 Behavior of Gaussian Processes
• An Asymptotic Property of Gaussian Processes. I
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• Asymptotic Properties of Gaussian Processes
• Asymptotic Properties of Gaussian Random Fields
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• scientific article; zbMATH DE number 3016202 (Why is no real title available?)
• The fundamental limit theorems in probability
• The General Form of the So-Called Law of the Iterated Logarithm
• Upcrossing Probabilities for Stationary Gaussian Processes

Cited in

(12)

• A limit theorem for the number of intersections of a curvilinear level by a stationary Gaussian process
• On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space
• Almost sure limiting behaviour of first crossing points of Gaussian sequences
• Limit points of independent copies of sample maxima.
• Asymptotic behaviour of Gaussian processes with integral representation.
• Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion
• On the asymptotic behaviour of stationary Gaussian processes
• Classes Inférieures de suites gaussiennes asymptotiquement indépendantes
• scientific article; zbMATH DE number 3690375 (Why is no real title available?)
• Time-revealed convergence properties of normalized maxima in stationary Gaussian processes
• A Law of Iterated Logarithm for Stationary Gaussian Processes
• A remark on elephant random walks via the classical law of the iterated logarithm for self-similar Gaussian processes

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