An Erdős-Révész type law of the iterated logarithm for stationary Gaussian processes

DOI10.1007/BF01222513zbMath0767.60031OpenAlexW1965158932MaRDI QIDQ1203935

Qui-Man Shao

Publication date: 4 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01222513

zbMATH Keywords

law of the iterated logarithmstationary Gaussian processOrnstein- Uhlenbeck processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Related Items (3)

An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion ⋮ An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process ⋮ Sample path properties of reflected Gaussian processes

Cites Work

• Unnamed Item
• A new law of iterated logarithm
• Extremes and related properties of random sequences and processes
• Upper classes for the increments of the fractional Wiener process
• Upcrossing Probabilities for Stationary Gaussian Processes
• An Asymptotic 0-1 Behavior of Gaussian Processes
• Stochastic evolution equations

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