A Note on Stationary Gaussian Sequences

Deo, Chandrakant M.

Ann. Probab., Tome 2 (1974) no. 6, p. 954-957 / Harvested from Project Euclid

Résumé

Let $\{\xi_n\}$ be a stationary Gaussian sequence with $E(\xi_0) = 0; E(\xi_0 \xi_n) = r_n$. If $n^\alpha r_n \rightarrow 0$ for some $\alpha > 1$, then Strassen's functional law of iterated logarithm applies to $\{\xi_n\}$.

Publié le : 1974-10-14
Classification: Gaussian sequences, Strassen's law of iterated logarithm, 60F15, 60G15, 60G10

@article{1176996561,
     author = {Deo, Chandrakant M.},
     title = {A Note on Stationary Gaussian Sequences},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 954-957},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996561}
}

Deo, Chandrakant M. A Note on Stationary Gaussian Sequences. Ann. Probab., Tome 2 (1974) no. 6, pp.  954-957. http://gdmltest.u-ga.fr/item/1176996561/