On large deviations of empirical measures for stationary Gaussian processes

DOI10.1016/0304-4149(95)00003-PzbMATH Open0833.60027MaRDI QIDQ1899253FDOQ1899253

Authors: Amir Dembo, Włodek Bryc 

Publication date: 14 November 1995

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

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zbMATH Keywords

Gaussian processesspectral densitylarge deviationempirical measures

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (21)

• Large deviations of time-averaged statistics for Gaussian processes
• On the behavior of the covariance matrices in a multivariate central limit theorem under some mixing conditions
• Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
• Large deviations for Gaussian stationary processes and semi-classical analysis
• A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process
• Title not available (Why is that?)
• Large deviations for stationary Gaussian processes
• [Russian Text Ignored]
• Exponential tightness for Gaussian processes, with applications to some sequences of weighted means
• Spectral potential, Kullback action, and large deviation principle for finitely-additive measures
• Persistence of Gaussian processes: non-summable correlations
• Long gaps between sign-changes of Gaussian stationary processes
• Large deviation theorems for Gaussian processes and their applications in information theory
• Title not available (Why is that?)
• Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
• Large deviations and Wschebor's theorems
• Spectral potential, Kullback action, and large deviations of empirical measures on measurable spaces
• Sample path large deviations for squares of stationary Gaussian processes
• Variance of partial sums of stationary sequences
• The principle of large deviations for almost everywhere central limit theorem
• Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments

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