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

页码：187 / 210

页数：24

共 50 条

[11] LARGE EXCURSIONS OF GAUSSIAN-PROCESSES
KAC, M
SLEPIAN, D
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (04): : 1215 - 1228
[12] Anomalous scaling of dynamical large deviations of stationary Gaussian processes
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[13] Large deviations for quadratic forms of Gaussian locally stationary processes
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[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1998, 326 (04): : 489 - 494
[14] SAMPLE PATH LARGE DEVIATIONS FOR SQUARES OF STATIONARY GAUSSIAN PROCESSES
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[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2013, 57 (02) : 347 - U223
[15] Large deviations for quadratic forms of Gaussian stationary processes with applications
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Gamboa, F
Rouault, A
[J]. PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 594 - 599
[16] APPROXIMATION OF LOCAL TIME OF STATIONARY GAUSSIAN-PROCESSES
AZAIS, JM
FLORENSZMIROU, D
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1986, 302 (07): : 275 - 278
[17] EMPTY ENVELOPE EXCURSIONS IN STATIONARY GAUSSIAN-PROCESSES
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LINDGREN, G
[J]. JOURNAL OF SOUND AND VIBRATION, 1988, 122 (03) : 571 - 587
[18] CHERNOFF FORMULA FOR 2 STATIONARY GAUSSIAN-PROCESSES
COURSOL, J
DACUNHACASTELLE, D
[J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1979, 288 (16): : 769 - 770
[19] NEW MIXING CONDITION FOR STATIONARY GAUSSIAN-PROCESSES
MITTAL, Y
[J]. ANNALS OF PROBABILITY, 1979, 7 (04): : 724 - 730
[20] On large deviations in testing simple hypotheses for locally stationary Gaussian processes
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[J]. Statistical Inference for Stochastic Processes, 2012, 15 (3) : 225 - 239

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