Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)

DOI10.1134/S0032946006010054zbMath1104.60011MaRDI QIDQ2498322

V. R. Fatalov

Publication date: 16 August 2006

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

Laplace method

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

60F10: Large deviations

Related Items

Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞, Laplace-type exact asymptotic formulas for the Bogoliubov Gaussian measure, Integral functionals for the exponential of the Wiener process and the Brownian bridge: exact asymptotics and Legendre functions, Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)

Cites Work

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