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October, 1974 A Note on Stationary Gaussian Sequences
Chandrakant M. Deo
Ann. Probab. 2(5): 954-957 (October, 1974). DOI: 10.1214/aop/1176996561

Abstract

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 $\{\xi_n\}$.

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Chandrakant M. Deo. "A Note on Stationary Gaussian Sequences." Ann. Probab. 2 (5) 954 - 957, October, 1974. https://doi.org/10.1214/aop/1176996561

Information

Published: October, 1974
First available in Project Euclid: 19 April 2007

zbMATH: 0304.60021
MathSciNet: MR378014
Digital Object Identifier: 10.1214/aop/1176996561

Subjects:
Primary: 60F15
Secondary: 60G10 , 60G15

Keywords: Gaussian sequences , Strassen's law of iterated logarithm

Rights: Copyright © 1974 Institute of Mathematical Statistics

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Vol.2 • No. 5 • October, 1974
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