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Asymptotic Results for Random Processes

Asymptotic Results for Random Processes
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摘要 In this paper we establish asymptotic results and a generalized uniform law of the iterated logarithm （LIL） for the increments of a strictly stationary random process, whose results are proved by separating linearly positive quadrant dependent （LPQD） random process and linearly negative quadrant dependent （LNQD） one, respectively. In this paper we establish asymptotic results and a generalized uniform law of the iterated logarithm （LIL） for the increments of a strictly stationary random process, whose results are proved by separating linearly positive quadrant dependent （LPQD） random process and linearly negative quadrant dependent （LNQD） one, respectively.
作者 HEE-JIN MOON CHANG-HO HAN YONG-KAB CHOI
机构地区 Department of Mathematics and RINS
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2017年第2期363-372,共10页 应用数学学报（英文版）
基金 Supported by the NRF-2013R1A1A2010278
关键词 quadrant dependence stationary random process law of the iterated logarithm quadrant dependence stationary random process law of the iterated logarithm
分类号 O211.6 [理学—概率论与数理统计]
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  • 1Zheng Yan LIN,Seaung Hyune LEE,Kyo Shin HWANG,Yong Kab CHOI.Some Limit Theorems on the Increments of l^p-valued Multi-Parameter Gaussian Processes[J].Acta Mathematica Sinica,English Series,2004,20(6):1019-1028. 被引量：3
  • 2Csorgo M., Shao, Q. M.: Strong limit theorems for large and small increments of l^p-valued Gaussian Processes. Ann. Probab., 21, 1958-1990 (1993).
  • 3Csaki, E., Csorgo, M., Shao, Q. M.: Fernique type inequalities and moduli of continuity for l^2-valued Ornstein-Uhlenbeck Processes. Ann. Inst. Henri Poincare Probabilities et Statistiques. 28, 479-517(1992).
  • 4Csaki, E., Csorgo, M., Shao Q. M.: Moduli of continuity for l^P-valued Gaussian processes. Acta Sci. Math.,60, 149-175 (1995).
  • 5Csaki, E., Csorgo, M.: Inequalities for increments of stochastic processes and moduli of continuity. Ann.Probab., 20, 1031-1052 (1992).
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  • 7Shao, Q. M.: p-variation of Gaussian processes with stationary increments. Studia Sci. Math. Hungari.,31, 237-247 (1996).
  • 8Fernique X.: Continuitd des processus Gaussiens. C. R. Acad. Sci. Paris, t., 258, 6058-060 (1964).
  • 9Choi, Y. K., K6no, N.: How big are the increments of a two-parameter Gaussian process? J. Theoretical Probab., 12(1), 105-129 (1999).
  • 10Leadbetter, M. R., Lindgren G., Rootzen H.: Extremes and Related Properties of Random Sequences and Processes., Springer-Verlag, New York, 1983.

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Acta Mathematicae Applicatae Sinica
2017年 第2期

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