Large deviations for sample paths of quadratic variations of Gaussian processes

被引：0
|
作者：
Perrin O. [1 ]
Zani M. [2 ]
机构：
[1] Université des Sciences Sociales, Toulouse
[2] Université Paris 12 Val-de-Marne, Créteil
来源：
Journal of Mathematical Sciences | 2006年 / 139卷 / 3期
关键词：
Gaussian Process; Quadratic Variation; Singular Part; Large Deviation Principle; Standard Wiener Process;
D O I：
10.1007/s10958-006-0375-4
中图分类号：
学科分类号：
摘要：
We prove a functional large deviations principle for the family of random functions equation presented, where {Zt, t ε [0, 1]} is a real-valued centered Gaussian process. Bibliography: 19 titles. © Springer Science+Business Media, Inc. 2006.
引用
收藏
页码：6595 / 6602
页数：7
相关论文
共 50 条
  • [41] Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis
    Bercu, Bernard
    Bony, Jean-Francois
    Bruneau, Vincent
    SEMINAIRE DE PROBABILITES XLIV, 2012, 2046 : 409 - 428
  • [42] Sample-path large deviations for tandem and priority queues with Gaussian inputs
    Mandjes, M
    Van Uitert, M
    ANNALS OF APPLIED PROBABILITY, 2005, 15 (02): : 1193 - 1226
  • [43] GAUSSIAN MEASURES AND LARGE DEVIATIONS
    CHEVET, S
    LECTURE NOTES IN MATHEMATICS, 1983, 990 : 30 - 46
  • [44] Large deviations for the and processes
    Holcomb, Diane
    Valko, Benedek
    PROBABILITY THEORY AND RELATED FIELDS, 2015, 163 (1-2) : 339 - 378
  • [45] GAUSSIAN PROCESSES WITH BOUNDED PATHS
    RODEMICH, ER
    RUMSEY, HC
    NOTICES OF THE AMERICAN MATHEMATICAL SOCIETY, 1969, 16 (01): : 280 - &
  • [46] Sample-path large deviations for stochastic evolutions driven by the square of a Gaussian process
    Bouchet, Freddy
    Tribe, Roger
    Zaboronski, Oleg
    PHYSICAL REVIEW E, 2023, 107 (03)
  • [47] Sample-path large deviations for generalized processor sharing queues with Gaussian inputs
    Mandjes, M
    van Uitert, M
    PERFORMANCE EVALUATION, 2005, 61 (2-3) : 225 - 256
  • [48] Large Deviations for Gaussian Diffusions with Delay
    Robert Azencott
    Brett Geiger
    William Ott
    Journal of Statistical Physics, 2018, 170 : 254 - 285
  • [49] Large deviations of bivariate Gaussian extrema
    Remco van der Hofstad
    Harsha Honnappa
    Queueing Systems, 2019, 93 : 333 - 349
  • [50] Large Deviations for Gaussian Diffusions with Delay
    Azencott, Robert
    Geiger, Brett
    Ott, William
    JOURNAL OF STATISTICAL PHYSICS, 2018, 170 (02) : 254 - 285
12345