Gaussian processes, moving averages and quick detection problems
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Publication:1212731
DOI10.1214/aop/1176996848zbMath0294.60028OpenAlexW2078812214MaRDI QIDQ1212731
Publication date: 1973
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996848
Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)
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On the law of the iterated logarithm for Gaussian processes ⋮ On local continuity moduli for Gaussian processes ⋮ Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test ⋮ Approximating probabilities of first passage in a particular gaussian process ⋮ On strassen-type laws of the iterated logarithm for gaussian elements in abstract spaces ⋮ Classes Inférieures de suites gaussiennes asymptotiquement indépendantes ⋮ Reproducing kernel Hilbert spaces and the law of the iterated logarithm for Gaussian processes ⋮ Carries, shuffling, and symmetric functions ⋮ Change-point problems: bibliography and review ⋮ A law of the iterated logarithm for stochastic approximation procedures in \(d\)-dimensional Euclidean space.
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