On partial sums of a gaussian sequence with stationary increments

DOI10.1080/07362999808809564zbMath0918.60026OpenAlexW2064869419MaRDI QIDQ4215902

U. Jin Choi, Yong-Kab Choi, Byung-Soo Lee

Publication date: 21 January 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809564

zbMATH Keywords

regularly varying functionstationary Gaussian sequencecorrelation function oscillators

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail
• On infinite series of independent Ornstein-Uhlenbeck processes

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