On large deviations for some sequences of weighted means of Gaussian processes

DOI10.1016/J.JMAA.2014.01.022MaRDI QIDQ2338782zbMATH OpenOpenAlexFDO

Authors Rita Giuliano, Claudio Macci, Barbara Pacchiarotti

Publication date 27 March 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2014.01.022

zbMATH Keywords

covariance functionalmost sure central limit theoremrelative entropyHellinger distance

Mathematics Subject Classification ID

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

Recommendations

• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• Large deviation principles for sequences of logarithmically weighted means
• Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes
• On large deviations for random sums of the squares of weighted Gaussian random variables
• Large deviations for generalized conditioned Gaussian processes and their bridges

Cites work

• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 2026092 (Why is no real title available?)
• A function space large deviation principle for certain stochastic integrals
• A large deviation principle for weighted sums of independent identically distributed random variables
• A large deviations principle related to the strong arc-sine law
• A note on the almost sure central limit theorem
• A universal result in almost sure central limit theory.
• An almost everywhere central limit theorem
• Asymptotic Statistics
• Asymptotics in statistics: some basic concepts
• Convex-invariant means and a pathwise central limit theorem
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Large deviation principles for sequences of logarithmically weighted means
• Large deviations from the almost everywhere central limit theorem
• Limit theorems for logarithmic averages of fractional Brownian motions
• On Strong Versions of the Central Limit Theorem
• On the large deviation principle for the almost sure CLT.
• On the universal a.s. central limit theorem
• Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
• Stochastic calculus for fractional Brownian motion and related processes.
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
• The principle of large deviations for almost everywhere central limit theorem
• The theta-dependence coefficient and an almost sure limit theorem for random iterative models

Cited in

(3)

• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• Large deviation principles for sequences of logarithmically weighted means
• Large deviations for weighted means of random vectors defined in terms of suitable Lévy processes

This page was built for publication: On large deviations for some sequences of weighted means of Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2338782)