On large deviations of empirical measures for stationary Gaussian processes (Q1899253): Difference between revisions
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Revision as of 05:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On large deviations of empirical measures for stationary Gaussian processes |
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On large deviations of empirical measures for stationary Gaussian processes (English)
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14 November 1995
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A large deviation principle of the empirical measures for stationary Gaussian processes is shown. The processes are supposed to have a continuous spectral density that vanishes in infinity; extending thus the results given by \textit{T. Chiyonobu} and \textit{S. Kusuoka} [Probab. Theory Relat. Fields 78, No. 4, 627-649 (1988; Zbl 0634.60025)]. The authors give two examples showing that the result can not be extended to all bounded spectral densities.
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large deviation
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empirical measures
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Gaussian processes
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spectral density
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