Asymptotic results for random processes

作者：Moon Hee Jin; Han Chang Ho; Choi Yong Kab^*

来源：Acta Mathematicae Applicatae Sinica-English Series, 2017, 33(2): 363-372.

DOI：10.1007/s10255-017-0665-2

• quadrant dependence
• stationary random process
• law of the iterated logarithm

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.

• 出版日期2017-4