On the asymptotic behavior of Gaussian sequences with stationary increments (Q1191306)

Let \(\{X_ j:j=1,2,\ldots\}\) be a stationary Gaussian sequence with \(EX_ 1=0\) and \(EX^ 2_ 1=1\). Define \(S_ n=X_ 1+\cdots+X_ n\) and \(\sigma^ 2(n)=ES^ 2_ n\). Similar to corresponding results for Wiener processes, the authors provide a number of characterizations for the upper and lower class functions of several maximum increments of the partial sum sequence \(\{S_ n:n=1,2,\ldots\}\). Appropriate regularity of \(\{\sigma^ 2(n):n=1,2,\ldots\}\) is assumed to obtain the desired results.