Large deviations for Gaussian stationary processes and semi-classical analysis

DOI10.1007/978-3-642-27461-9_19MaRDI QIDQ2908751zbMATHOpenAlexFDO

Authors Bernard Bercu, Jean-François Bony, Vincent Bruneau

Publication date 29 August 2012

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27461-9_19

zbMATH Keywords

Gaussian processeslarge deviationsToeplitz matricesdistribution of eigenvalues

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

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Cited in

(9)

• Large deviations for statistics of the Jacobi process
• scientific article; zbMATH DE number 758227 (Why is no real title available?)
• Large deviations for stationary Gaussian processes
• Sharp large deviations for Gaussian quadratic forms with applications
• Large deviations for quadratic forms of locally stationary processes
• Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case
• scientific article; zbMATH DE number 4074075 (Why is no real title available?)
• Large deviation estimates for an operator of order four with a potential
• Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes

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