On large deviations of empirical measures for stationary Gaussian processes

DOI10.1016/0304-4149(95)00003-PzbMath0833.60027MaRDI QIDQ1899253

Amir Dembo, Wlodzimierz Bryc

Publication date: 14 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processeslarge deviationspectral densityempirical measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10)

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Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production ⋮ A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process ⋮ Variance of partial sums of stationary sequences ⋮ Persistence of Gaussian processes: non-summable correlations ⋮ On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions ⋮ The principle of large deviations for almost everywhere central limit theorem ⋮ Large deviations and Wschebor's theorems

Cites Work

• The large deviation principle for hypermixing processes
• Large deviations for stationary Gaussian processes
• Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
• Critical large deviations for Gaussian fields in the phase transition regime. I
• Large deviation rate calculations for nonlinear detectors in Gaussian noise
• On tests for normality
• An introduction to the theory of large deviations
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