Large deviation upper bound for the law of matrix-valued Ornstein-Uhlenbeck process

MaRDI QIDQ2824071zbMATH OpenFDO

Authors Lei Chen

Publication date 6 October 2016

Published in Journal of Mathematics. Wuhan University (Search for Journal in Brave)

zbMATH Keywords

empirical processlarge deviationOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60)

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Cited in

(4)

• Large deviation bounds for matrix Brownian motion
• Singular-values of matrix-valued Ornstein-Uhlenbeck processes
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes

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