LIMSUP RESULTS FOR THE INCREMENTS OF PARTIAL SUMS OF A RANDOM SEQUENCE

Let {${\xi}_j;j\;{\geq}\;1$} be a centered strictly stationary random sequence defined by $S_0\;=\;0$, $S_n\;=\;\Sigma^n_{j=1}\;{\xi}_j$ and $\sigma(n)\;=\;33\sqrt {ES^2_n}$ where $\sigma(t),\;t\;>\;0$, is a nondecreasing continuous regularly varying function. Suppose that there exists $n_0\;{\geq}\;1$ such that, for any $n\;{\geq}\;n_0$ and $0\;{\leq}\;{\varepsilon}\;<\;1$, there exist positive constants $c_1$ and $c_2$ such that $c_1e^{-(1+{\varepsilon})x^2/2}\;{\leq}\;P\{\frac{{\mid}S_n{\mid}}{\sigma(n)}\;{\geq}\;x\}\;{\leq}\;c_2e^{-(1-{\varepsilon})x^2/2$, $x\;{\geq}\;1$ Under some additional conditions, we investigate some limsup results for the increments of partial sum processes of the sequence {${\xi}_j;j\;{\geq}\;1$}.