Sample path large deviations for squares of stationary Gaussian processes

DOI10.1137/S0040585X97986023MaRDI QIDQ2845221zbMATH OpenFDO

Authors M. Zani

Publication date 22 August 2013

Published in Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian processeslarge deviationsToeplitz matricesSzergő theorem

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10)

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