Sharp large deviations for Gaussian quadratic forms with applications

DOI10.1051/ps:2000101zbMath0939.60013MaRDI QIDQ4941312

Bernard Bercu, Marc Lavielle, Fabrice Gamboa

Publication date: 29 February 2000

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/104262

zbMATH Keywords

Gaussian processes; Toeplitz matrices

Mathematics Subject Classification ID

60G15: Gaussian processes

11E25: Sums of squares and representations by other particular quadratic forms

47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators

60F10: Large deviations

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