Accession Number:

AD0737230

Title:

A Note on a O-1 Law for Stationary Gaussian Processes,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Report Date:

1972-01-01

Pagination or Media Count:

11.0

Abstract:

It is shown that a stationary Gaussian process Xt, defined on t 1,2, attains values which exceed any given non-decreasing function ft infinitely often with probability zero or one. The only assumption made is that the covariance function rt go to zero as t goes to infinity. When rt is of smaller order than t sup gamma for some gamma 0, a test is given which distinguishes between the two cases of probability zero and one. Similar results are indicated when, instead, the index t assumes all the values in the interval 0, infinity and the sample paths of xt are continuous. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE