On partial sums of a gaussian sequence with stationary increments (Q4215902)

For a stationary Gaussian sequence \(\{X_i,\;i \in \mathbb N\}\) with \(EX_1, EX_{1}^{2} = 1\) and a nondecreasing sequence \(\{ a_n,\;n \in \mathbb N \}\), the authors study various processes \(G_{k}(n,a_n),\;k = 1,\ldots, 6,\) involving increments of partial sums \(S_n = \sum_{i=1}^n X_i\), \(S_0 = 0\) (e.g., \(G_6 = \sup \{ | S(i+j) - S(i)|, 1 \leq j \leq a_n, 0 \leq i\leq n-j \})\). Under certain regularity assumptions on growth of \(\sigma^{2}(n) = ES_{n}^{2}\), or \(EX_1X_n\), and \(a_n\) almost sure asymptotic, upper (resp. lower) bounds are established for \(G_k,\;k = 1, \ldots, 6,\) with normalizing factors \(\alpha_n \) (resp. \(\beta_n\)) depending explicitly on \(\sigma^{2} (a_n), a_n\) and \(n\). This extends some \(\limsup\) and \(\liminf\) results of \textit{E. Csáki, M. Csörgő, Z. Y. Lin} and \textit{P. Révész} [Stochastic Processes Appl. 39, No. 1, 25-44 (1991; Zbl 0745.60036)] and \textit{Y. K. Choi} [J. Math. Kyoto Univ. 31, No. 1, 191-217 (1991; Zbl 0724.60036)].