A functional large deviations principle is proved for quadratic forms of centered stationary Gaussian processes indexed by discrete or continuous time.
✦ LIBER ✦
Large Deviations for Quadratic Functionals of Gaussian Processes
✍ Scribed by Włodzimierz Bryc; Amir Dembo
- Book ID
- 110423623
- Publisher
- Springer US
- Year
- 1997
- Tongue
- English
- Weight
- 878 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0894-9840
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## 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