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Large deviations for functionals of stationary processes

✍ Scribed by Esa Nummelin

Publisher
Springer
Year
1990
Tongue
English
Weight
579 KB
Volume
86
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES

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Large deviations for discontinuous additive functionals of symmetric stable processes
✍ Masayoshi Takeda; Kaneharu Tsuchida πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 227 KB

## Abstract Let __X~t~__ be a symmetric stable process on __d__‐dimensional Euclidean space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}${\mathbb {R}}^d$\end{document}. Let __F__(__x__, __y__) be a symmetric positive bounded function on \documentclass{article}\usepac

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✍ Marguerite Zani πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 178 KB

We are interested in large deviations for consistent statistics which are quadratic forms of Gaussian locally stationary processes in the sense of Dahlhaus.