On the asymptotic behavior of Gaussian sequences with stationary increments (Q1191306)
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English | On the asymptotic behavior of Gaussian sequences with stationary increments |
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On the asymptotic behavior of Gaussian sequences with stationary increments (English)
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27 September 1992
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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.
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upper upper functions
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upper lower functions
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stationary Gaussian sequence
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Wiener processes
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increments of the partial sum sequence
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