Large deviations for Gaussian stationary processes and semi-classical analysis

DOI10.1007/978-3-642-27461-9_19zbMATH Open1248.60035OpenAlexW4235603339MaRDI QIDQ2908751FDOQ2908751

Vincent Bruneau, Bernard Bercu, Jean-François Bony

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

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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)

Cites Work

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• Large deviations for quadratic forms of stationary Gaussian processes
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• Asymptotic behavior of block Toeplitz matrices and determinants. II
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• The 𝐶*-algebra generated by an isometry
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• Distribution results on the algebra generated by Toeplitz sequences: A finite-dimensional approach
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• Large deviations for quadratic functionals of Gaussian processes
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Cited In (8)

• Title not available (Why is that?)
• Large deviations for statistics of the Jacobi process
• Large deviations for quadratic forms of locally stationary processes
• Large deviations for stationary Gaussian processes
• Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes
• Sharp large deviations for Gaussian quadratic forms with applications
• Title not available (Why is that?)
• Maximal eigenvalue and norm of a product of Toeplitz matrices. Study of a particular case

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