A large deviation principle and an expression of the rate function for a discrete stationary Gaussian process

DOI10.3390/E16126722MaRDI QIDQ296503zbMATH OpenOpenAlexFDO

Authors Olivier Faugeras, James Maclaurin

Publication date 15 June 2016

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e16126722

Mathematics Subject Classification ID

Large deviations (60F10) Gaussian processes (60G15)

Cites work

• Asymptotic description of stochastic neural networks. I: Existence of a large deviation principle
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Large deviations for stationary Gaussian processes
• Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons
• Microcanonical distributions for lattice gases
• On large deviations of empirical measures for stationary Gaussian processes
• On tests for normality
• The large deviation principle for hypermixing processes
• The noisy brain. Stochastic dynamics as a principle of brain function.

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