Large deviations for functionals of some self-similar Gaussian processes (Q5086630): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3003588617 / rank | |||
Normal rank | |||
Revision as of 19:04, 19 March 2024
scientific article; zbMATH DE number 7553830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for functionals of some self-similar Gaussian processes |
scientific article; zbMATH DE number 7553830 |
Statements
Large deviations for functionals of some self-similar Gaussian processes (English)
0 references
6 July 2022
0 references
self-similar Gaussian process
0 references
fractional Brownian motion
0 references
sub-fractional Brownian motion
0 references
bi-fractional Brownian motion
0 references
reproducing kernel Hilbert space
0 references
local time
0 references
large deviation principles
0 references
