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The supremum of Gaussian processes with a constant variance

✍ Scribed by Michel Weber

Publisher
Springer
Year
1989
Tongue
English
Weight
282 KB
Volume
81
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES

A note on LDP for supremum of Gaussian p
A note on LDP for supremum of Gaussian processes over infinite horizon
✍ Krzysztof DΘ©bicki πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 98 KB

The aim of this paper is to give a short proof of a large deviation result for supremum of nencentered Gaussian process over inΓΏnite horizon. We study family { X; d; u ; u ΒΏ 0} of Borel probability measures on R, where for Borel B βŠ‚ R, drift function d(t) and centered Gaussian processes {X (t); tΒΏ0