LARGE DEVIATIONS FOR STATIONARY GAUSSIAN-PROCESSES

被引：50

|

作者：

DONSKER, MD

VARADHAN, SRS

机构：

来源：

COMMUNICATIONS IN MATHEMATICAL PHYSICS | 1985年 / 97卷 / 1-2期

关键词：

D O I：

10.1007/BF01206186

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

引用

收藏

页码：187 / 210

页数：24

相关论文

共 50 条

[1] ON LARGE DEVIATIONS OF EMPIRICAL MEASURES FOR STATIONARY GAUSSIAN-PROCESSES
BRYC, W
DEMBO, A
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 58 (01) : 23 - 34
[2] ON LARGE DEVIATIONS IN THE SPACE OF TRAJECTORIES FOR FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
BULST, M
[J]. MATHEMATISCHE NACHRICHTEN, 1984, 115 : 111 - 123
[3] CHARACTERISTICS OF MAXIMA OF STATIONARY GAUSSIAN-PROCESSES
RADCHENKO, TA
TRIFONOV, AP
[J]. ENGINEERING CYBERNETICS, 1979, 17 (05): : 115 - 118
[4] ON THE DISTRIBUTION OF FUNCTIONALS OF STATIONARY GAUSSIAN-PROCESSES
HORNIK, K
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (05) : 389 - 395
[5] Large deviations for quadratic forms of stationary Gaussian processes
Bercu, B
Gamboa, F
Rouault, A
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1997, 71 (01) : 75 - 90
[6] Large deviations for quadratic forms of Gaussian stationary processes
Bercu, B
Gamboa, F
Rouault, A
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1996, 322 (07): : 695 - 698
[7] ASYMPTOTIC ANALYSIS OF STATIONARY GAUSSIAN-PROCESSES
WEBER, M
[J]. ANNALES DE L INSTITUT HENRI POINCARE SECTION B-CALCUL DES PROBABILITES ET STATISTIQUE, 1980, 16 (02): : 117 - 176
[8] MULTIVARIATE RECIPROCAL STATIONARY GAUSSIAN-PROCESSES
CARMICHAEL, JP
MASSE, JC
THEODORESCU, R
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1987, 23 (01) : 47 - 66
[9] ON THE PEAK FACTOR OF STATIONARY GAUSSIAN-PROCESSES
PREUMONT, A
[J]. JOURNAL OF SOUND AND VIBRATION, 1985, 100 (01) : 15 - 34
[10] DECOUPLING INEQUALITIES FOR STATIONARY GAUSSIAN-PROCESSES
KLEIN, A
LANDAU, LJ
SHUCKER, DS
[J]. ANNALS OF PROBABILITY, 1982, 10 (03): : 702 - 708

← 1 2 3 4 5 →