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Asymptotic results for random processes

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Abstract

In this paper we establish asymptotic results and a generalized uniform law of the iterated logarithm (LIL) for the increments of a strictly stationary random process, whose results are proved by separating linearly positive quadrant dependent (LPQD) random process and linearly negative quadrant dependent (LNQD) one, respectively.

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Correspondence to Yong-Kab Choi.

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Supported by the NRF-2013R1A1A2010278.

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Moon, HJ., Han, CH. & Choi, YK. Asymptotic results for random processes. Acta Math. Appl. Sin. Engl. Ser. 33, 363–372 (2017). https://doi.org/10.1007/s10255-017-0665-2

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  • DOI: https://doi.org/10.1007/s10255-017-0665-2

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