A Law of Iterated Logarithm for Stationary Gaussian Processes

DOI10.2307/1996628zbMath0273.60016OpenAlexW4255368912MaRDI QIDQ5180633

Clifford Qualls, Pramod K. Pathak

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1996628

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Large deviations (60F10) Sample path properties (60G17) Zero-one laws (60F20)

Related Items

Asymptotic behaviour of Gaussian processes with integral representation., Upper and lower classes for \(\mathbb{L}^ 2\)- and \(\mathbb{L}^ p\)-norms of Brownian motion and norms of \(\alpha\)-stable motion, A limit theorem for the number of intersections of a curvilinear level by a stationary Gaussian process, On the asymptotic behaviour of stationary Gaussian processes, Unnamed Item, Limit points of independent copies of sample maxima., Classes Inférieures de suites gaussiennes asymptotiquement indépendantes, On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space, Time-revealed convergence properties of normalized maxima in stationary Gaussian processes, Almost sure limiting behaviour of first crossing points of Gaussian sequences, A Law of Iterated Logarithm for Stationary Gaussian Processes

Cites Work

• Unnamed Item
• A Law of Iterated Logarithm for Stationary Gaussian Processes
• Asymptotic Properties of Gaussian Random Fields
• An iterated logarithm law for the maximum in a stationary gaussian sequence
• Upcrossing Probabilities for Stationary Gaussian Processes
• Asymptotic Properties of the Maximum in a Stationary Gaussian Process
• An Asymptotic Property of Gaussian Processes. I
• An Asymptotic 0-1 Behavior of Gaussian Processes
• Asymptotic Properties of Gaussian Processes
• The fundamental limit theorems in probability
• The General Form of the So-Called Law of the Iterated Logarithm