Limit theorems for partial sum processes of a Gaussian sequence

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J. Korean Math. Soc. 2004; 41(6): 1023-1034

Printed November 1, 2004

Yong-Kab Choi, Kyo-Shin Hwang, Hee-Jin Moon, Tae-Sung Kim, and Jong-Il Baek

Gyeongsang National University, Gyeongsang National University, Gyeongsang National University, Wonkwang University, Wonkwang University

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In this paper we establish limsup and liminf theorems for the increments of partial sum processes of a dependent stationary Gaussian sequence.

Keywords: Gaussian sequence, large deviation probability, regularly varying function