A note on LDP for supremum of Gaussian processes over infinite horizon (Q1962198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on LDP for supremum of Gaussian processes over infinite horizon |
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A note on LDP for supremum of Gaussian processes over infinite horizon (English)
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4 September 2000
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Brownian motion
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exponential bound
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fractional Brownian motion
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Gaussian process
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large deviation
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logarithmic asymptotic
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long range dependence
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