Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\)
From MaRDI portal
Publication:2498322
DOI10.1134/S0032946006010054zbMath1104.60011MaRDI QIDQ2498322
Publication date: 16 August 2006
Published in: Problems of Information Transmission (Search for Journal in Brave)
Related Items
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 ⋮ Exact asymptotics of small deviations for a stationary Ornstein-Uhlenbeck process and some Gaussian diffusion processes in the L p -norm, 2 ≤ p ≤ ∞ ⋮ Gaussian Ornstein-Uhlenbeck and Bogoliubov processes: asymptotics of small deviations for \( L^{p}\)-functionals, \(0<p<\infty\)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes and related properties of random sequences and processes
- Comparison results for the lower tail of Gaussian seminorms
- Exact asymptotics of large deviations for Gaussian measures on Hilbert space
- The Laplace method for computing exact asymptotics of distributions of integral statistics.
- Occupation Time and Exact Asymptotics of Distributions of $L^p$-Functionals of the Ornstein–Uhlenbeck Processes, $p>0$
- Concerning a Certain Probability Problem
- Asymptotics of large deviations of Gaussian processes of Wiener type for $ L^p$-functionals, $ p>0$, and the hypergeometric function
- Constants in the asymptotics of small deviation probabilities for Gaussian processes and fields
- Precise Laplace-Type Asymptotics for Moderate Deviations of the Distributions of Sums of Independent Banach-Valued Random Elements
- The Laplace method for probability measures in Banach spaces
- The Laplace method for small deviations of Gaussian processes of Wiener type