On large deviations of empirical measures for stationary Gaussian processes

DOI10.1016/0304-4149(95)00003-PzbMath0833.60027MaRDI QIDQ1899253

Amir Dembo, Wlodzimierz Bryc

Publication date: 14 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processeslarge deviationspectral densityempirical measures

Mathematics Subject Classification ID

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

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Cites Work

• The large deviation principle for hypermixing processes
• Large deviations for stationary Gaussian processes
• Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
• Critical large deviations for Gaussian fields in the phase transition regime. I
• Large deviation rate calculations for nonlinear detectors in Gaussian noise
• On tests for normality
• An introduction to the theory of large deviations
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