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Matematicheskie Zametki, 1998, Volume 64, Issue 3, Pages 366–372
DOI: https://doi.org/10.4213/mzm1406
(Mi mzm1406)
 

This article is cited in 20 scientific papers (total in 20 papers)

Decrease rate of the probabilities of $\varepsilon$-deviations for the means of stationary processes

V. F. Gaposhkin

Moscow State University of Railway Communications
References:
Abstract: The asymptotic behavior as $n\to\infty$ of the normed sums $\sigma_n=n^{-1}\sum_{k=0}^{n-1}X_k$ for a stationary process $X=(X_n, n\in\mathbb Z)$ is studied. For a fixed $\varepsilon>0$, upper estimates for $\mathsf P\bigl(\sup_{k\ge n} |\sigma_k|\ge\varepsilon\bigr)$ as $n\to\infty$ are obtained.
Received: 01.09.1997
English version:
Mathematical Notes, 1998, Volume 64, Issue 3, Pages 316–321
DOI: https://doi.org/10.1007/BF02314839
Bibliographic databases:
UDC: 519
Language: Russian
Citation: V. F. Gaposhkin, “Decrease rate of the probabilities of $\varepsilon$-deviations for the means of stationary processes”, Mat. Zametki, 64:3 (1998), 366–372; Math. Notes, 64:3 (1998), 316–321
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/mzm/v64/i3/p366
  • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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