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Large deviations for sample paths of quadratic variations of Gaussian processes

✍ Scribed by O. Perrin; M. Zani

Publisher
Springer US
Year
2006
Tongue
English
Weight
453 KB
Volume
139
Category
Article
ISSN
1573-8795

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πŸ“œ SIMILAR VOLUMES

Large Deviations for Quadratic Forms of
Large Deviations for Quadratic Forms of Locally Stationary Processes
✍ 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.

A sample path large deviation principle
A sample path large deviation principle for L2-martingale measure processes
✍ Boualem Djehiche; Ingemar Kaj πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 French βš– 196 KB

Gaussian White Noise, super-Brownian motion and the diffusion-limit Fleming-Viot process are examples of such infinite-dimensional Markov processes with continuous paths and L 2 -martingale measures we study in this work as regards to their sample path large deviation probabilities and their associa