{"entities":{"Q689549":{"pageid":691398,"ns":120,"title":"Item:Q689549","lastrevid":63504531,"modified":"2026-04-11T13:36:47Z","type":"item","id":"Q689549","labels":{"en":{"language":"en","value":"On the large deviation principle for a quadratic functional of the autoregressive process"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 445309"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$B81AF287-248D-4ABB-9BE8-8AB87DFAD2E5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"afd9513ae198e7381ecb07320735111fae3ff19b","datavalue":{"value":{"text":"On the large deviation principle for a quadratic functional of the autoregressive process","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q689549$5086E85B-9D3D-41B6-8A0F-CC1A8C208851","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"526dff1dd61e28df16e0531f8003b6233a0ef250","datavalue":{"value":"0786.60025","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q689549$EE090728-56F3-4D81-A1F4-315F44D1AC75","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"83224d3a486869108bfc9ad2ce7ad2b10d894efd","datavalue":{"value":"10.1016/0167-7152(93)90203-U","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q689549$4C2F163C-9A65-408C-A12D-F03CA12859ED","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$A5F55C58-56A8-4C4D-B3EA-E8AE4D53DC31","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f6acb06c5a7f890cdec1a0ca11f5a5d569db7c34","datavalue":{"value":{"time":"+1994-04-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q689549$32DA3DDD-020A-402B-BAEB-4CA94E234FEE","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"9ba5dded818c498f56894a6bc6d054cdbc80d42a","datavalue":{"value":"Let \\(\\{\\gamma_ k\\}_{k \\in N}\\) be independent identically distributed \\(N(0,1)\\) random variables and \\(X_ k\\) be an autoregressive process: \\(X_ 0=0\\), \\(X_{k+1}= aX_ k+\\gamma_{k+1}\\). The large deviation principle for the quadratic functional \\(S_ n ={1 \\over n} \\sum^ n_{k=1}X^ 2_ k\\) is proved and the explicit rate function is given. The authors prove the following theorem. If \\(-1<a<1\\), then \\(\\{S_ n\\}\\) satisfies the large deviation principle with the rate function given by  \\[ I(x)=\\begin{cases} -{1 \\over 2} \\ln \\left[ {2x \\over 1+ \\sqrt{4a^ 2x^ 2+1}} \\right] +{1 \\over 2} [a^ 2+1]x-{1 \\over 2} \\sqrt{4a^ 2x^ 2+1} \\quad & \\text{for } x>0, \\\\ \\infty & \\text{for } x \\leq 0. \\end{cases} . \\]","type":"string"},"datatype":"string"},"type":"statement","id":"Q689549$1470FFDA-4C11-4F5C-ADF7-BBBD7B6F1C21","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"f69528cea35ad35a0f81b1419c5bdc2905d27952","datavalue":{"value":"60F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q689549$6CE16C97-A0CB-4C66-A3E2-C6D08EEC168A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q689549$59DB3BAB-45B5-4462-BF5A-291A335A72B9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"830cccdf2fba6ec16d3fa6f65776a3e59b4406c7","datavalue":{"value":"445309","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q689549$F1245434-04B2-4315-B779-D98FA9AA568A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"706c27b6fba3ed9e08a27d67ab24d911b3f93218","datavalue":{"value":"discrete stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q689549$029597E1-4AAD-4FF8-B1D0-52427258A628","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ee79dbe973fe093190b381155a74b7bdde3e5284","datavalue":{"value":"quadratic cost","type":"string"},"datatype":"string"},"type":"statement","id":"Q689549$1676FEB7-24D7-49A9-8B50-F9D2B59A8733","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8f1fb76503b9c478060c47487c11cb1d00948358","datavalue":{"value":"large deviation principle","type":"string"},"datatype":"string"},"type":"statement","id":"Q689549$BFFEA2C3-29D9-4C37-8702-FFB8184A261C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d3054ee13b90ba49bd124f1375e15e2e096b71db","datavalue":{"value":"rate function","type":"string"},"datatype":"string"},"type":"statement","id":"Q689549$6420E6DD-C1F1-4579-983B-EDC83CC71D8C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8dd709590a8b497ed6b7d8772cd6a58da76aa28f","datavalue":{"value":{"entity-type":"item","numeric-id":196219,"id":"Q196219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$89D31E7A-D51A-46F8-BABB-0AA0F4DC7F95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4130b6989980c3a7786d71f5e2387a614e9a84c8","datavalue":{"value":{"entity-type":"item","numeric-id":1578325,"id":"Q1578325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$96AA2479-20B6-49F6-87AE-09BEB18E14A4","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$BAAAA016-5C54-4CCB-97F4-2AD950DA9205","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f41ff84aac1f4473ddb92d1da83d93b2be68cdbb","datavalue":{"value":{"entity-type":"item","numeric-id":3479309,"id":"Q3479309"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$8B585FDB-F049-4152-A137-70D5B04F2CE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28cee3cfcae93106f3d629bc428db689703a1917","datavalue":{"value":{"entity-type":"item","numeric-id":3134548,"id":"Q3134548"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$4BCC2AF0-FAA4-40D1-887C-AAB3F488B680","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a517e2d0275b11b60b20a10a8b7907e6068ab7a7","datavalue":{"value":{"entity-type":"item","numeric-id":1174523,"id":"Q1174523"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$CA2BBDD3-4911-4C51-BBDC-9D5ADB386FC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e09a8a11dfdbec4b33fb1bdb54311fed7f236df","datavalue":{"value":{"entity-type":"item","numeric-id":3681702,"id":"Q3681702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$27B3967F-8DC1-4AFA-BA23-DEAD90EAF6A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"654ee68b9de6d4ee28d4b9bcf0fd2be4824b1b9c","datavalue":{"value":{"entity-type":"item","numeric-id":3911791,"id":"Q3911791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$E27E679A-998B-44D0-89E9-62BA32F08843","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf98ee9a09c0cda2f42eb783fcbf4de73f07c12c","datavalue":{"value":{"entity-type":"item","numeric-id":3359621,"id":"Q3359621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q689549$1AA23671-AC63-4159-B4CA-20E6952385D4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"44c9945ad1b013d75758694be97bbd6876c8d68d","datavalue":{"value":{"entity-type":"item","numeric-id":4354752,"id":"Q4354752"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d9a1694cd23c1cbb968ab6168f0791669cc283af","datavalue":{"value":{"amount":"+0.8554967641830444","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q689549$86B2934E-0B3E-42FF-B5FE-81CB407003BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7af623298559f473350a8ac9d580208981d83738","datavalue":{"value":{"entity-type":"item","numeric-id":1612799,"id":"Q1612799"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"160fca066f0c68ff7846fc25666f7fd7c1e8d6d2","datavalue":{"value":{"amount":"+0.8554965257644653","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q689549$3282BF93-A325-4D4E-B49A-D2B6EA78FBE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6b6e3d786f8f87172b94f7f4cb8f1411e8ac70ee","datavalue":{"value":{"entity-type":"item","numeric-id":1292786,"id":"Q1292786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"56c07139d6a6f4e18e480927cbca3770d730e33d","datavalue":{"value":{"amount":"+0.8124878406524658","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q689549$47191996-7588-4192-8BF5-8755AB2816D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d73661aca8ada7cde1b15f0c8e33f62f084e4400","datavalue":{"value":{"entity-type":"item","numeric-id":1368990,"id":"Q1368990"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5a813b1d1199d078b563e22b4ca3ed26f6b9f293","datavalue":{"value":{"amount":"+0.8053100109100342","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q689549$A61E6843-F8E3-4611-AC67-7DC9F01F9FFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"15838eb2a5b84fe78fd581866407289172873d0a","datavalue":{"value":{"entity-type":"item","numeric-id":5312856,"id":"Q5312856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"abedce3ea7c4eac6c86368220c91d67ba9883775","datavalue":{"value":{"amount":"+0.8034889698028564","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q689549$863388DB-CE77-45B1-B5FD-087C992CD7B9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the large deviation principle for a quadratic functional of the autoregressive process","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_large_deviation_principle_for_a_quadratic_functional_of_the_autoregressive_process"}}}}}