Large deviations for stationary Gaussian processes

Communications in Mathematical Physics ◽

10.1007/bf01206186 ◽

1985 ◽

Vol 97 (1-2) ◽

pp. 187-210 ◽

Author(s):

M. D. Donsker ◽

S. R. S. Varadhan

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Stationary Gaussian Processes

Download Full-text

Anomalous scaling of dynamical large deviations of stationary Gaussian processes

Physical Review E ◽

10.1103/physreve.100.042135 ◽

2019 ◽

Vol 100 (4) ◽

Author(s):

Baruch Meerson

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Anomalous Scaling ◽

Stationary Gaussian Processes

Download Full-text

Large deviations for stationary Gaussian processes

Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control ◽

10.1007/bfb0005065 ◽

2005 ◽

pp. 108-112

Author(s):

M. D. Donsker ◽

S. R. S. Varadhan

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Stationary Gaussian Processes

Download Full-text

Sample Path Large Deviations for Squares of Stationary Gaussian Processes

Theory of Probability and Its Applications ◽

10.1137/s0040585x97986023 ◽

2013 ◽

Vol 57 (2) ◽

pp. 347-357 ◽

Author(s):

M. Zani

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Sample Path ◽

Stationary Gaussian Processes ◽

Sample Path Large Deviations

Download Full-text

Large deviations for quadratic forms of stationary Gaussian processes

Stochastic Processes and their Applications ◽

10.1016/s0304-4149(97)00071-9 ◽

1997 ◽

Vol 71 (1) ◽

pp. 75-90 ◽

Author(s):

B. Bercu ◽

F. Gamboa ◽

A. Rouault

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Quadratic Forms ◽

Stationary Gaussian Processes

Download Full-text

On large deviations of empirical measures for stationary Gaussian processes

Stochastic Processes and their Applications ◽

10.1016/0304-4149(95)00003-p ◽

1995 ◽

Vol 58 (1) ◽

pp. 23-34 ◽

Author(s):

Włodzimierz Bryc ◽

Amir Dembo

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Empirical Measures ◽

Stationary Gaussian Processes

Download Full-text

Sample path large deviations for squares of stationary Gaussian processes

Теория вероятностей и ее применения ◽

10.4213/tvp4456 ◽

2012 ◽

Vol 57 (2) ◽

pp. 395-405

Author(s):

M Zani ◽

M Zani

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Sample Path ◽

Stationary Gaussian Processes ◽

Sample Path Large Deviations

Download Full-text

On large deviations in testing simple hypotheses for locally stationary Gaussian processes

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-012-9071-9 ◽

2012 ◽

Vol 15 (3) ◽

pp. 225-239

Author(s):

Inder Tecuapetla-Gómez ◽

Michael Nussbaum

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Stationary Gaussian Processes

Download Full-text

Large Deviations for Stationary Gaussian Processes

Quantum Field Theory ◽

10.1007/978-3-642-70307-2_12 ◽

1985 ◽

pp. 187-210

Author(s):

M. D. Donsker ◽

S. R. S. Varadhan

Keyword(s):

Large Deviations ◽

Gaussian Processes ◽

Stationary Gaussian Processes

Download Full-text

Sampling Reconstruction Procedure for Non-Stationary Gaussian Processes Based on Conditional Expectation Rule

Sampling Theory, Signal Processing, and Data Analysis ◽

10.1007/bf03549374 ◽

2002 ◽

Vol 1 (2) ◽

pp. 135-153

Author(s):

V.A. Kazakov ◽

M. A. Belyaev

Keyword(s):

Gaussian Processes ◽

Conditional Expectation ◽

Reconstruction Procedure ◽

Stationary Gaussian Processes

Download Full-text

Fourth moment bound and stationary Gaussian processes with positive correlation

Journal of the Korean Statistical Society ◽

10.1007/s42952-021-00132-6 ◽

2021 ◽

Author(s):

Yoon Tae Kim ◽

Hyun Suk Park

Keyword(s):

Gaussian Processes ◽

Fourth Moment ◽

Positive Correlation ◽

Stationary Gaussian Processes

Download Full-text