Exponential tightness for Gaussian processes, with applications to some sequences of weighted means

DOI10.1080/17442508.2016.1248968zbMath1379.60042OpenAlexW2581154854WikidataQ115549620 ScholiaQ115549620MaRDI QIDQ2974873

Claudio Macci, Barbara Pacchiarotti

Publication date: 11 April 2017

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2108/170563

zbMATH Keywords

covariance functionlarge deviationsself-similar processHölder condition

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

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